Win XP Home IE 7 Security Nag

I recently re-installed XP Media Edition. In the past, I was able to use gpedit.msc to stop the IE 7 security “nag” that appears on the top of every page by using this tip:

… it is possible to disable 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”.

After I reinstalled XP Home, I see that Internet Explorer is no longer available under Windows Components.

Is there another way to disable that annoying security Nag or a way that I can change the IE settings via gpedit.msc (as I did with my prior install).

Thanks for any advice!