Also had to add the Control Panel key with the required values.
With all of the keys below, Selecting Properties from the desktop icon gives "The properties for this item are not available.", selectin Tools,Internet Options gives "This operation has been canceled due to restrictions in effect on this computer. Please contact your system administrator."
The complete solution: ....
REGEDIT4
[HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer]
"Restrictions"=dword:00000001
[HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel]
"GeneralTab"=dword:00000001
"SecurityTab"=dword:00000001
"ContentTab"=dword:00000001
"ConnectionsTab"=dword:00000001
"ProgramsTab"=dword:00000001
"AdvancedTab"=dword:00000001
"Advanced"=dword:00000001