Question : Internet explorer security is grayed out

I set up MSN Messenger on a users pc.  They are able to use messenger fine.  But at the top of the names you can access your hotmail.  When a user clicks on that, he gets the website, but nothing opens, and it says DONE on the bottom left.
When i go to the Internet Options in IE 6.1 and look at the security options, the ability to click on the Custom level button or the Default Level button is greyed out for each zone (Intranet, Internet, Trusted sites, and restricted sites.  Plus they levels are set at HIGH.

Now these PC's are using Remote Desktop to get to a remote Server.  They access the Internet through RDP.  Also, the Server is W2003 and is a domain controller.
Does this sound like a policy is greying those buttons out.  If so, WHICH POLICY WOULD DO THAT IN W2003?
Or does this sound like some other issue where this may apply.  

Help.....couldnt find anything that would have greyed those buttons out.  

Answer : Internet explorer security is grayed out

Repair IE :
-----------

Start > Run rundll32 setupwbv.dll,IE6Maintenance "C:\Program Files\Internet Explorer\Setup\SETUP.EXE" /g

or

Start > Run rundll32.exe setupapi,InstallHinfSection DefaultInstall 132 C:\windows\inf\ie.inf

Reinstall IE:
-------------

Description of the Internet Explorer Repair Tool
http://support.microsoft.com/default.aspx?scid=http://support.microsoft.com:80/support/kb/articles/Q194/1/77.asp&NoWebContent=1

How to Reinstall or Repair Internet Explorer and Outlook Express in Windows XP
http://support.microsoft.com/?kbid=318378

or

Repair Internet Explorer 6
http://www.theeldergeek.com/repair_ie6.htm

How to Uninstall Internet Explorer 6
http://support.microsoft.com/?kbid=293907

Unable to Open Link
http://support.microsoft.com/default.aspx?scid=kb;en-us;Q281679&sd=tech


Sunray
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