Win 2000 Screw up in View Desktop as Web Page

[ba_ulmer]

I have a Windows 2000 machine that is on a District wide network. This network screens for inappropriate material such as banners, adds, etc.

Even though the desktop setting, view my desktop as wep page is deselected, I get an access denied message when I click on any folder including Control Panel or My Computer. (They seem to open as Internet Explorer pages) I can get to Explorer and open some programs from there. How can I fix this problem?
I have other Win 2000 machines that work fine. I checked the settings on a couple of them and they are the same as above machine.

Thanks, Billie