Are you using WinXP Professional?
If you use, then go to:
C:\WINDOWS\system32 and run file named "gpedit.msc".
That's a Group Policy Editor (Only availble in WinXP Professional).
Then go to:
Computer Configuration > Administrative Templates > Windows Compoments > Internet Explorer.
Look for a setting which has "Disabled" State.
If there is no disabled setting, look in a:
User Configuration > Administrative Templates > Windows Compoments > Internet Explorer.