windows 2003 terminal server changing users internet security settings

The options are grayed out and I can not find a group policy to change the security settings to medium in internet explorer.
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Server 2003 comes with Enhanced Internet Explorer Security.

You can change who it applies to by doing the following:

To do this, follow these steps:
1. Open Control Panel, click Add or Remove Programs, and then click Add/Remove Windows Components.
2. Select Internet Explorer Enhanced Security Configuration, and then click Details.
3. Click to select the check box for the users or groups that you want to apply the enhanced security configuration to: For administrator groups, For all other groups, or both, and then click OK.
4. Click Next, and then click Finish.  
5. Restart Internet Explorer to apply the enhanced security settings.;en-us;815141#63

You could also change the group that the particular user is in.

The following table describes how Internet Explorer Enhanced Security Configuration affects each user's experience with Internet Explorer:

Task Can be completed by
Administrators? Power Users? Limited Users? Restricted Users?
Turn on/off Internet Explorer Enhanced Security Configuration  Yes No No No
Adjust the security level for a particular zone in Internet Explorer  Yes Yes No No
Add sites to the Trusted sites zone  Yes Yes Yes Yes
Add sites to the Local intranet zone  Yes Yes Yes Yes

So if you want them to be able to adjust the security settings they need to be either an Administrator or a Power User


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Zoldy2000Author Commented:
I read your response and the article and this is what I am looking for ... however when I select windows comments I do not have "Internet Explorer Enhanced Security Configuration"   in my list ... is this an add on component?
Zoldy2000Author Commented:
ooopss sorry ....  I found it never mind... thanks
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