Microsoft Internet Explorer 5 has several hidden features which can be controlled using the Windows Registry. Open your registry and scroll down to the following key:

HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Restrictions

Create a new DWORD value named x(See complete list of values of x below) and modify it's value to 1 to enable it and to 0 to disable it.
NoBrowserClose : Disable the option of closing Internet Explorer.
NoBrowserContextMenu : Disable right-click context menu.
NoBrowserOptions : Disable the Tools / Internet Options menu.
NoBrowserSaveAs : Disable the ability to Save As.
NoFavorites : Disable the Favorites.
NoFileNew : Disable the File / New command.
NoFileOpen : Disable the File / Open command.
NoFindFiles : Disable the Find Files command.
NoSelectDownloadDir : Disable the option of selecting a download directory.
NoTheaterMode : Disable the Full Screen view option.