I am having a similar situation with my IE6. When I go to the tools-internet options, a box opens and states something to the effect of: this option has been restricted, contact system administrator. Not those exact words, but the word restricted and system administrator is in it. I have just tried following the other two ways listed above and they are not opening up. when I observe it on the Task Manager, a rundll32.exe appears for a less than a second and then goes away. I am having a very similar problem with my firefox since tuesday. that is why I was on explorer to begin with.
Any help or guidance in figuring this out will be greatly appreciated, as I have exhausted my limited knowledge base and have not gotten the desired results.
TGIF!!! have a great weekend