IE customization link
More information related to IE can be found here :
http://www.microsoft.com/technet/prodtechnol/ie/reskit/ie6/ie6rkit.asp
You can also do a lot of other customizations like disabling the buttons shown when you press ctrl-alt-del (i tried this one),etc. But take care that you sysadmin does not fire at you!!
I think Aravind Prabhu can provide more interesting tips.
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