Run cmd disabled – cannot access resourc

I have disabled the Run menu item for my end users. As a result, they receive the message “Accessing the resource xxxxxx has been disallowed” when trying to save files or open files on their local drive in IE4. Is there any way to allow IE4 to access the C: drive without unhiding the Run menu item? I am using NT4.0/SP5 and IE4.01/SP2.

Thanks for your response.