This policy setting allows you to manage whether .NET Framework components that are not signed with Authenticode can be executed from Internet Explorer. These components include managed controls referenced from an object tag and managed executables referenced from a link.If you enable this policy setting Internet Explorer will execute unsigned managed components. If you select Prompt in the drop-down box Internet Explorer will prompt the user to determine whether to execute unsigned managed components.If you disable this policy setting Internet Explorer will not execute unsigned managed components.If you do not configure this policy setting Internet Explorer will execute unsigned managed components.
Windows Components\Internet Explorer\Internet Control Panel\Security Page\Internet Zone
At least Internet Explorer 6.0 in Windows XP with Service Pack 2 or Windows Server 2003 with Service Pack 1