I looked in gpedit.msc
I never installed the latest gp-templates on my Vista (since I don't need them), but in the native version, gpedit offers just a few settings for IE, and I didn't notice file locations among them.
But then I looked at the first google search result for IEAK, http://technet.microsoft.com/en-us/ie/bb219541.aspx And, a bit down the page, there's a table, which says "Yes" for setting file locations.
So, get IEAK, and it will help you with what settings you need to specify, and how to distribute them.