New Internet Explorer KB articles
BUG: The Setup program does not respond when you deploy a ClickOnce application over the Internet or over an intranet and a user clicks Install or Run on a published page in Internet Explorer 6
When you deploy an application that uses ClickOnce technology over the Internet or over an intranet, a user on a client computer may click Install or Run on a published page. However, the Setup program does not respond. Additionally, the user does not receive an error message. When you try to install the ClickOnce application from the Web server, the Setup program runs as expected. This problem occurs when you are using Microsoft Internet Explorer 6.
http://support.microsoft.com/default.aspx?scid=kb;en-us;922774
Information about some new Group Policy settings for Internet Explorer Security Zones in Microsoft Windows XP SP2 and in Microsoft Windows Server 2003 SP1
http://support.microsoft.com/default.aspx?scid=kb;en-us;922704