The easiest way to set your Internet Explorer to these settings is
  Maximize this window
  Switch back to the "Browser Security" window
  Shrink the "Browser Security" window
  and move it so that it covers this writing.
Then in the "Browser Security" window, click
  the Tools menu item
  the Internet Options menu item
  the Security tab
  the 
 icon
Now you can see the image on the left of this page and can change your settings to match.
Be sure to close this window after you have changed your settings.
/ Revised 1 Dec '02