I found this on the web, but it didn't work on my PC... Maybe on yours it will...?

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finaly found it. We had the same problem here with users
draging folders by mistake. You can set the drag and drop or
copy and paste files confirmation prompt

1802 = Drag and drop or copy and paste files
Note: Unless stated otherwise, each DWORD value is equal to zero, one, or three. Typically, a setting of zero sets a specific action as permitted, a setting of one causes a prompt to appear, and a setting of three does not allow the specific action.

Locally

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\
Internet Settings\Zones\0]
"1802"=dword:00000001

AND on the intranet:

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\
Internet Settings\Zones\1]
"1802"=dword:00000001

KB182569 - Description of Internet Explorer Security Zones
Registry Entries
http://support.microsoft.com/default...b;en-us;182569