Cannot See full WINDOWS COMPONENTS IN GROUP POLICY!!!

Ok, now the main problem is that i need to fix this message permanently for one of the users in my company saying " YOUR SECURITY SETTINGS LEVEL PUTS YOUR COMPUTER ON RISK". I looked for the solution and found out that the only way to fix this is by disabling it using Group Policy (gpedit.msc). Navigate to Local Computer Policy / Computer Configuration / Administrative Templates / Windows Components / Internet Explorer. Set “Turn off the Security Settings Check feature” to "Enabled".
BUT THE PROBLEM IS THAT I DONT SEE INTERNET EXPLORER UNDER WINDOWS COMPONENTS! I LOG ON TO NEW MACHINE WITH SAME OS I HAVE (WINDOWS XP) AND IT SHOWS IN THAT! BUT IT DOES NOT SHOW IN MY OR THE WORKSTATION I NEED TO FIX. please help!
THANKS!

Try this out, it can help here. First run gpedit.msc. Then right click on he user configuration. In that you can see Administrative Templates. Click on that and then click on Add/Remove. In that you will first need to delete the old template and then create new one. Click on Add and you can see a popp up of Policy Templates. Then choose system.adm from that and click on Open.

You Are The Man!!!! The Internet Explorer Did Not Came Up With The System.admn But It Was A Start. I Added Couple Of More And It Showed Up!!! Thank You Soooo Much My Man!!!