To disable IE, do this (instructions based on Windows XP):
1. Start Group Policy editor (start->run->gpedit.msc)
2. Go to user configuration->Windows settings-> Internet Explorer Maintenance ->Connection
3. Doubleclick on Proxy Settings, check "Enable proxy settings", enter 0.0.0.0 as the proxy server IP.
4. Uncheck "Do not use proxy server for local (intranet) addresses".
5. Click OK, go to User configuration->Administrative templates->Windows Components->Internet Explorer.
6. Doubleclick on "Disable changing proxy settings", select "Enabled" (that's right, you are enabling the disabling), click OK.
IE will start, but wil be unable to go to any site, because proxy at 0.0.0.0 does not exist

.