The Disable Script Debugging (...) options are NOT exposed in any Group Policy. I have scripted DSD.bat to set the option(s) into a logged on user's HKEY_CURRENT_USER hive.

The syntax for using DSD.bat is:

\[call\] DSD \[/I:Y|N\] \[/O:Y|N\] \[/B:Y|N\]

Where /I:Y|N is an optional switch that disables the script debugger (Y), or enables it (N).

In the future (Windows XP SP2), Windows will support Disable Script Debugging (Internet Explorer) and Disable Script Debugging (Other). When both options exist, the /O:Y|N switch will set the Disable Script Debugging (Other) value into the registry. The /B:Y|N switch will set both options.

NOTE: Currently, only the Disable Script Debugger Value Name exists in the registry. In Windows XP SP2, the DisableScriptDebuggerIE Value Name will be added. For compatibility, the \[/I:Y|N\] switch will set the Disable Script Debugger Value Name if the DisableScriptDebuggerIE Value Name does not exist.

DSD.bat contains:

@echo off
setlocal
If not \{%3\}
\{\} goto err1
if \{%1\}
\{\} goto err2
:loop
if exist "%TEMP%\DSD.reg" del /q "%TEMP%\DSD.reg"
if \{%1\}==\{\} goto finish
set switch=%1
shift
if /i "%switch:~3,1%" EQU "Y" goto :OK
if /i "%switch:~3,1%" NEQ "N" goto :err2
:OK
if /i "%switch:~0,3%" EQU "/I:" goto IE
if /i "%switch:~0,3%" EQU "/O:" goto Other
if /i "%switch:~0,3%" EQU "/B:" goto Both
goto err2
:IE
set DSDIE=N
regedit /a "%TEMP%\DSD.reg" "HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main"
for /f "Tokens=*" %%a in ('findstr /I /L /C:"DisableScriptDebuggerIE" "%TEMP%\DSD.reg"') do (
 set DSDIE=Y
)
del /q "%TEMP%\DSD.reg"
if "%DSDIE%" EQU "N" goto :Other
call :outkey
@echo "DisableScriptDebuggerIE"="%DYN%">>"%TEMP%\DSD.reg"
goto setvalue
:Other
call :outkey
@echo "Disable Script Debugger"="%DYN%">>"%TEMP%\DSD.reg"
goto setvalue
:Both
call :outkey
@echo "Disable Script Debugger"="%DYN%">>"%TEMP%\DSD.reg"
@echo "DisableScriptDebuggerIE"="%DYN%">>"%TEMP%\DSD.reg"
goto setvalue
:outkey
set DYN=no
if /i "%switch:~3,1%" EQU "Y" set DYN=yes
(
 @echo REGEDIT4
 @echo @echo \[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main\]
) >"%TEMP%\DSD.reg"
goto :EOF
:setvalue
regedit /s "%TEMP%\DSD.reg" 
del /q "%TEMP%\DSD.reg"
goto :loop
:err1
@echo Syntax: \[call\] DSD  \[/I:Y^|N\] \[/O:Y^|N\] \[/B:Y^|N\] - Too many switches.
goto :finish
:err2
@echo Syntax: \[call\] DSD  \[/I:Y^|N\] \[/O:Y^|N\] \[/B:Y^|N\]
:finish
endlocal