Instead of doing a direct registry change, you can do the following on your windows 2000/XP machine

Use GPEDIT.MSC (Go to Start, Run, and enter GPEDIT.MSC).
Open 'User Configuration-Administrative Templates-Windows Components-Internet Explorer. There are multiple numbers of policies that can be set. Of course to set policies for entire domains or OUs , you would need to do this at your Active Directory server thru GPO's.