Editing the Registry can be harmful,backup before making changes,see if this will help
Internet Explorer Restrictions
The Internet Properties restrictions for MS Internet Explorer 4.0x/5.xx/6.xx (also found as a Control Panel applet) are located under this Registry key:
HKEY_USERS\.Default\Software\Policies\Microsoft\Internet Explorer\Control Panel
if there is only one user. If more than one user, the ".Default" key above is replaced with each "username" key. All values are in DWORD format. Type in the Decimal box for the desired value: 1 to disable or 0 to enable the respective tab/setting/button.
Changing ANY of these settings does NOT require restarting Windows: