The Shortcut section-Tab is in the Properties of a Desktop shortcut or internet explorer in All Programs from the Start button.
Open ie,
Hold down Alt+ type HA and post what version and kb # you are using.
Hold the Windows logo key down and press the R key and type in the Run box,
iexplore.exe
See if this gives the same popup about add-ons being disabled, even though you're adamant about add-ons being Enabled,
What type of add-ons are installed ?
