This document explains how to set Internet Explorer 6 back to its default settings. For Internet Explorer 7, please see Internet Explorer 7+ (Win) - Restoring the Default Settings
Open Internet Explorer.
Select Tools -> Internet Options.
Select the Security tab and click on the Default Level button if it is available.
Select the Privacy tab and click on the Default button if it is available.
Select the Advanced tab and click on the Restore Defaults button if it is available.
You should also clear your cache and cookies. See Internet Explorer 6 (Win) - Clearing Cache and Cookies.