In tip 3810, we prevented users from changing any of the Internet Options.

You can use the registry to prevent users from changing any option on the Advanced tab, and/or from changing the Home page, or from using any  Settings or History controls.

To enable these restrictions, set the data value of the appropriate value name, to 1, at HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel.

NOTE: If the Control Panel and/or the Internet Explorer keys are not present, Add Key.

 Value Name   Type   D e s c r i p t i o n 
 Advanced   REG_DWORD   Disable the Advanced tab check boxes. 
 Cache   REG_DWORD   Disable the Settings button. 
 History   REG_DWORD   Disable the History area controls. 
 HomePage   REG_DWORD   Disable the Home page area controls.