Security tab missing in IE5.5

User is getting a dialog each time the visit a site with scripting asking if it is OK to run the script. I know this is a setting under the Security tab in IE. The problem is when we go to Tools – Internet Options there is no Security tab. I’ve tried re-installing IE with no joy. Is there a registry entry for this or do we need to go through a complete uninstall/reinstall. NT 4 SP5 with IE 5.5.