This policy setting allows you to manage whether Internet Explorer can access data from another security zone using the Microsoft XML Parser (MSXML) or ActiveX Data Objects (ADO).If you enable this policy setting users can load a page in the zone that uses MSXML or ADO to access data from another site in the zone. If you select Prompt in the drop-down box users are queried to choose whether to allow a page to be loaded in the zone that uses MSXML or ADO to access data from another site in the zone.If you disable this policy setting users cannot load a page in the zone that uses MSXML or ADO to access data from another site in the zone.If you do not configure this policy setting users can load a page in the zone that uses MSXML or ADO to access data from another site in the zone.
Windows Components\Internet Explorer\Internet Control Panel\Security Page\Locked-Down Local Machine Zone
User
At least Internet Explorer 6.0 in Windows XP with Service Pack 2 or Windows Server 2003 with Service Pack 1
HKCU\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings\Lockdown_Zones\0!1406
inetres.admx