If your organization needs to control Internet Explorer 5 or Internet Explorer 6 settings, you can use the following registry hacks for Windows NT / Windows 2000 / Windows XP :

Hive: HKEY_CURRENT_USER for individual user
Hive: HKEY_LOCAL_MACHINE for any user of PC
Key: Software\Policies\Microsoft\Internet Explorer\Restrictions
Type: REG_DWORD
Value: 1 enable restriction

Open your registry and find or create the desired subkey(s):

• AlwaysPromptWhenDownload
  Always prompt user when downloading files.
  
• NoBrowserBars
  Disable changes to browsers bars.
  
• NoBrowserClose
  Disable the option of closing Internet Explorer.
  
• NoBrowserContextMenu
  Disable right-click context menu.
  
• NoBrowserSaveAs
  Disable the ability to Save As.
  
• NoFavorites
  Disable the Favorites.
  
• NoBrowserOptions
  Disable the Tools | Internet Options menu.
  
• NoFileNew
  Disable the File | New command.
  
• NoFileOpen
  Disable the File | Open command.
  
• NoFindFiles
  Disable the Find Files command.
  
• NoNavButtons
  Disables the Forward and Back navigation buttons
  
• NoOpeninNewWnd
  Disable Open in New Window option.
  
• NoPrinting
  Remove Print and Print Preview from the File menu.
  
• NoSelectDownloadDir
  Disable the option of selecting a download directory.
  
• NoTheaterMode
  Disable the Full Screen view option.
  
• NoViewSource
  Disable the ability to view the page source HTML.
  
• RestGoMenu
  Remove Mail and News menu item.
  

Restart Internet Explorer for any of these restrictions to take effect.

The Mastering series is quite good.