This policy setting allows you to turn Caret Browsing on or off. Caret Browsing allows users to browse to a webpage by using the keyboard to move the cursor. Caret Browsing supports standard text-editor functionality such as using the Shift key to select text and copying a selection to the clipboard. This policy setting is particularly useful to users who do not use a mouse.If you enable this policy setting Caret Browsing is turned on.If you disable this policy setting Caret Browsing is turned off.If you do not configure this policy setting Caret Browsing support can be turned on or off through the registry.
Windows Components\Internet Explorer\Internet Control Panel\Advanced Page
At least Internet Explorer 8.0