Cannot close explorer windows

[mrbios]

Got an issue on a heavily restricted terminal server which people use to connect into sims from home, we've started allowing home drive and work file access through it but whenever you go into an explorer window and try to close it you get a restrictions error

 

This is the output from process monitor:

http://i42.tinypic.com/33ynr0l.jpg

 

The server is all restricted via GPO so i assume something in there is causing this

[mrbios]

ohhhhh im a plank, i had set in the internet explorer GPOs "File menu: disable closing internet explorer and explorer"

 

all sorted, feel free to delete