Problem: There is message not allowing Internet properties through IE
Solution: There are various solutions on the net, but in this case, registry fix didn't help and other fixes. Also, microsoft web sites suggest to extraxt Inetcpl.cpl file, but they claim that it is to be found in Windows - System. The real location is Windows - System32. And solution in this case was to copy Inetcpl.cpl and Inetcpl.dll from PC that is working OK (with no restrictions problems). The PC that has problem will ask permission to replace those files- say yes.