If you configured Web sites using the Privacy tab of Internet Options, you may wish to prevent users from pressing the Edit button, where they can add or remove managed sites in the Per Site Privacy Actions dialog.
To dim the Edit button:
1. Copy / Paste the following to a PrivacyAddRemoveSites.reg file:
REGEDIT4
\[HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\]
"PrivacyAddRemoveSites"=dword:00000001
2. Merge the PrivacyAddRemoveSites.reg with your Registry or run
regedit /s PrivacyAddRemoveSites.reg.
NOTE: Sites are configured to always allow or always block cookies at:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\P3P\History.
Each site is a sub-key, like abc.com or xyz.com. An unnamed (default) registry Value Name, a REG_DWORD data type, is set to 1 to always allow cookies and to 5 to never allow cookies.