A quote from the IEAK help file
You can configure the My Computer zone only from the IEAK; these settings are not available in
the browser interface.
What is the IEAK?
The Internet Explorer Administration Kit (IEAK) is a tool intended for ISP's, corporations, ICP's and ISV's.
They can use this tool to provide custom versions of Internet Explorer to their customers. The software
is available for download from the Microsoft Web site, but it is provided under a restricted license.
How do I use the IEAK to change settings in the My Computer security zone?
EdenSoft does not know how to perform this task using the IEAK.
Where can I obtain the IEAK?
You can find out more about the IEAK at Microsoft's Web site.
Brought to you as a public service by EdenSoft, the makers of PopUpCop, the Internet Irritation Inhibitor(tm)"