SQLLady,
In my own order of preference (and experience of effectiveness)...
1) Use Xaqte's reply, i.e. either Group or local policy.
We use this on 1200 PC's to block any attempt to use ANY of IE's 'Options'.
2) Use local Startup or Shutdown script to reset home page.
I considered this as an alternative but didn't implement it due to tested effectiveness of 1) above.
3) Use 'Personnel' policy or 'Conditions of Service' policy along the lines of 'This PC is provided for business use only. Any changes to the standard configuration as supplied will be regarded as [threat]'.
Naah... Never worked in my experience. Hopefully your experience will differ.
Hope this helps...