At someone's urging I installed Spyware Search and Destroy in order to compare it to Ad-Aware and somewhere along the way I got this lovely, while hitting Tools|Options:
"The operation has been cancelled due to restrictions in effect on this computer. Please contact your system administrator."
So, I contacted myself (by calling my IT helpdesk, namely, me) and I told myself to go to HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Restrictions\NoBrowserOptions and set it to "0"
Why Search and Destroy thought that 1 was a better value, I do not know, but I'd have appreciated being told ahead of time. ;)
Of course, I checked their online FAQ, and noticed this condescending note:
Internet Explorer tells you to contact your administrator when you try to access the IE settings?
This can happen if you use Spybot-S&D in advanced mode and you have used the Immunize feature without reading all the text ;)
Hm...true, I didn't read it. True, that IS stupid of me. But is it really my fault, or their silly DE-fault?