Start -> Run -> Notepad.

Paste the following:

Windows Registry Editor Version 5.00


[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Safety\PrivacIE]"StartMode"=dword:00000001

Save it as "Auto.reg" (without quotes).

Double click on the new registry file. A dilogue box asking if you want to add the information to the registry should popup, select yes.