IE6 internet options not accessible

system P4, windows xp, sp2
since a few days I'm no longer able to change internet options in internet explorer, start page, clean history, delete cached pages and so on. When I click the menu option it tells me that I need administrative rights. This is a single user machine, both Maggy (me) and Administrator should have ALL rights.
When I log in as administrator I am able to go to internet options, but then I'm only able to delete the administrators cache files, change the administrators start page and so on.

I was able to get back the internet options icon in configuration, using tweakUI, because that was gone as well. Here I'm able now to use it both as administrator and as Maggy.

I tried regedit and all administrator tools, I still can't find out why I would not be allowed to access internet options the normal way, in internet explorer.

I can understand that Microsoft tries to make Windows fool-proof. I can understand that they want to make Windows XP a relatively safe multi-user system. I do understand that not all users should have all rights. But why isn't there a simple button to tell Windows that this is a single user machine and that I indeed want to have all rights to do with my computer whatever I like.
No, I don't want to turn off ALL security issues, I don't want to put the front door wide open for hackers and viruses. But I do want to be able to set options the way I like, move and delete files and so on.
This is the first time I'm strugling with XP about the right to click a menu item. But strugling with security matters is what I'm doing ever since I installed XP. It sometimes even denies me the right to delete .txt files that I made myself. I found out how to solve that (file>properties>security>remove owners with just a long cryptic number as name>give myself all rights>apply>close>delete)
Any tips on how to prevent this from happening, they are more than welcome as well.
PS I work with a Dutch version, some words in Windows might be different than my translation