Unable to acces IE internet options.

Well im having troubel with steam and it seems to fix this I need to acces my IE net options but im unable to do this. When I go to tools>'net options it gives me the message

"the operation has been cancelled due to restrictions in effect on this computer. Please contact your system operator."

First of before you ask yes im an administrator on the PC

So I googled it and it seems certain anti spy programes (mainly spybot search and destroy) block you from these options problem is Im not using that. Even though im not using it I folled the fix and it told me to search in the regedit but in all the locations were this file,programe (I dont know much about comps and Im not sure what it is I ws looking for) Well whatever it was nothing under that name was there so im sort of lost as to what to do to fix this.

Its IE 7 if that helps and the anti. The anti spy/other nasties I use is AVG 8.0 and Ad-aware .

 

Ttyed uninstalling my adware/avg still nothing so i guess it wasnt them doing it.