You can use GPOs to customize the Advanced settings and some Temporary Internet Files settings.
An Administrator must first set the Group Policy to Preference Mode:
1. Open the Group Policy Editor.
2. Navigate to User Configuration / Windows Settings / Internet Explorer Maintenance.
3. Right-click Internet Explorer Maintenance and press Preference Mode, as the Figure shows.
NOTE: If the policy is already defined, you must press Reset Browser Settings before you can place the policy in Preference Mode. This will reset any policies that were previously specified.
NOTE: If an Administrator wishes to restrict users from changing any Advanced settings, they can apply restrictions using the Administrator Templates.
See tip 3042 » Introduction to Windows 2000 Group Policy..