Disable "Internet Connection Wizard"
Had a friend that was trying to get IE to work on a computer that was locked down. When he started up the browser he kept on getting an error message saying that he needed to run the internet connection wizard but he did not have permissions. After a search of the internet we found this article in the Microsoft KB (http://support.microsoft.com/KB/246883) that tells you to remove the "Connwiz Admin Lock" key from the registry at "HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Control Panel"