If you have used SpyBot's Immunize tool, see this:
http://www.safer-networking.org/index.php?page=faq&detail=24
If not see here..
http://www.dougknox.com/xp/scripts_desc/xp_fix_inetoptions_restrictions.htm

Signature
Computers make very fast, very accurate mistakes.
| Cannot access tools menu in IE6 as "This operation has been cancelled due to
| restrictions in effect on this computer. Please contact system
| administrator." Can access tools menu through Control Panel but Home Page
| panels are locked out.