Solution
Open Regedit.exe
Find this key:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\ActiveDesktop
Create a new DWORD value (listed below)
Set the value to equal 1 to enable the restriction
or 0 to disable the restriction.
List of policies:
NoAddingComponents
NoComponents
NoChangingWallpaper
NoDeletingComponents
NoEditingComponents
NoCloseDragDropBands
NoMovingBands
NoHTMLWallPaper