This is usually caused by spyware/adware or programs that
remove spyware or adware. Some popup stoppers and
antivirus software also do this. If you installed any
software like that change the settings in that program to
allow you to change internet options.
UnlockNoBrowserOptions.reg [right-click and select: Save
As]
Removes the Administrator message in Internet Options
SpyBot also has this option in the Immunize section
- - -
You should check for parasites. That may be where the
restriction came from.