Keep I.E. Internet Options from showing

I need to keep either “Connections” or “Internet Options” from showing in I.E. 5.5 in the Tools drop down menu. I have tried policies but that only takes care of it in the Control Panel. I would rather not use IEAK if I can just add a line to the registry. If this can be done in the registry please provide details of where and how. This is for Win98se and Win95.