Do you have Spybot installed .?
If so it has option to "Lock IE control panel ....." ,see if this is ticked , if so remove tick.
The extra option for "Lock..." are shown by "Immunize" at the bottom , expand window if it doesn't show full window.
If the Extra "Lock ..." boxes aren't shown right click on Spybot Icon , select Properties & change Target to
"C:\Program Files\Spybot - Search & Destroy\SpybotSD.exe" , click Apply.