These gpedit tricks will come handy if you want to control IE settings.
You can find the gpedit setting in the following location
Administrative Templates
>Windows Component
>>Internet Explorer
Some Interesting Settings
Enable Disable changing home page settings will disable uses changing the home page. First change the Internet Explorer Home page to what you want and enable this.
Enable Disable changing of Auto-Proxy scripts
Enable Disable changing Advanced Page Settings will add more security
Enable Disable changing proxy settings will stop users changing the proxy Settings from IE.
Administrative Templates
>Windows Component
>>Internet Explorer
>>> Toolbars
Disable customizing browser toolbar buttons & Disable customizing browser toolbar will stop users adding or deleting any toolbar buttons or doing any changes to the toolbar.
Administrative Templates
>Windows Component
>>Internet Explorer
>>> Internet Control Panel
Disable the Security page
Disable the Content page
Disable the Connection page
Disable the Programs page
Disable the Privacy page
Disable the Advanced page
These setting will come handy if you want to block someone being changing the Security setting, Privacy Setting and Advance settings for Internet Explorere.
Windows Group Policy (gpedit.msc) explained (Part 1)