I read about this a few days ago. There a fith setting in Internet Explorer 6 called my computer which is diabled by default. If you want to enable this, Open registry by going to START-RUN and entering regedit and then navigate to
[HKEY_CURRENT_USER\\Software\\Microsoft\\ Windows\\CurrentVersion\\InternetSettings\\Zones\\0]
and look for the data value called "flags". Its default value is 33 ("Flags"=dword: 0X00000021 ) . Chage its value 1 and reboot. Now you should see an option called my computer in Internet Explorer 6 Zone settings.