Can't see Advanced Tab in IE8

Go here http://www.kellys-korner-xp.com/xp_tweaks.htm
scroll down to line 215 and click on restore. You may get a popup asking if you want to download this. Select to save and save it to your desktop so you can find it. Close IE 8.

On your desktop, click on the file which will have a .reg ending (if you want to see what is in the file, you can always right click and select open with notepad) and you will get a popup asking if you are sure you want to add or merge this to your registry. Again say yes.

I don't think you need to reboot to see the fix work. Open IE 8 and you should have your security tab. If you still do not see it, reboot and then open IE 8 again.
If it does not appear after you have rebooted, then this might indicate you have a malware/virus problem.
If this is the case, head here http://forums.majorgeeks.com/showthread.php?t=35407
and start reading and downloading the MGTools.
When you have the requested logs, post a thread here http://forums.majorgeeks.com/forumdisplay.php?f=35
mention the security tab was missing and then add the logs as attachments to your post.