Then do this:
Go to Start->Run and type in notepad and hit OK. Then copy and paste the following into Notepad:
regedit /e c:\1.txt "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\ProtocolDefaults"
regedit /e c:\2.txt "HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\ProtocolDefaults"
copy c:\1.txt+c:\2.txt c:\3.txt
del c:\1.txt
del c:\2.txt
notepad c:\3.txt
del c:\3.txt
del delete.bat
exit
Save the file as "delete.bat". Make sure to save it with the quotes. Double click on it to run it.