Yesterday, while I was reinstalling a components, my Delphi 2007 suddennly looked like Delphi 7, with undocked IDE, I don't know what happened, but I was able to change like it is described here, I just clicked Embedded designer check box, restarted Delphi, then again, clicked  Embedded designer check box and restarted Delphi, now everything is back to normal.

Update: today this happened again. Since upper link is not working anymore I will write here (for D2009):

Tools->Options->VCL Designer -> Embedded designer