Internet Options:
   - Advanced tab
       - Allow active content to run files on my computer - Remove checkmark
           Restart Internet Exployer
               NOTE: This is the same as going to                
HKEY_CURRENT_USER\Software\Microsoft\InternetExplorer\Main\FeatureControl\FEATURE_LOCALMACHINE_LOCKDOWN]"iexplore.exe"=dword:00000000
               and setting the value to "1".