Apparently, you've had little experience working in the registry.. Please be careful. An incorrect removal in the registry could cause you computer to stop working.. That said, this particular registry edit isn't that difficult and I'll try to walk you through it. Follow the steps below and perform a "dry run" first before actually deleting anything.
First, before making any registry deletions create a backup like this:
Click on Start-Run. When the box opens type in "regedit" (without the quotes). Click Ok. When the Registry Editor window opens, click on the "My Computer" entry so it is highlighted. Next, click on "Registry" in the upper left corner of the window, ("File" in Windows 2000/XP) choose "Export Registry File" (or "Export" in Windows 2000/XP). When the next window opens, be sure of the location where you are saving it to (I direct it to my desktop for easy access) and give the file a name like Backup. Click "Save". You now have a backup registry that can be double clicked and will replace the new one you?re going to make, IF you make any deletions you don't like..
Now while still in the Registry Editor, looking on the left side of the window, click on the + sign next to the "Hkey_Current_User" listing, then scroll down and click on the + sign next to the "Software" listing below, then the + next to "Microsoft", then the + sign next to "Windows", then the + sign next to "Current Version", then the + sign next to "Internet Settings". Still looking on the left side, see if there is a "PrivDiscUiShown" folder/key. IF IT'S THERE, then RIGHT click directly on the "PrivDiscUiShown" folder/key, choose "Delete". Select "Yes/OK", when it asks: "Are you sure?" When that's done, then click on the X in the upper right corner to close and save the change that you made. Now restart the computer.
That should do it..One important point..DON'T click on the "backup.reg" file that you created earlier UNLESS you've done something wrong and need to recreate the registry. In fact, it's a good idea to now send it to the Recycle Bin and save it there for a couple of days. Running the backup.reg file will cause the registry entry to be replaced.. When you're sure that everything's fine, then simply clear the Recycle Bin.
Hope this helps.