So nothing bothers me more than every time I open a new server or desktop on my network then seeing the “Welcome to Internet Explorer8” setup screen.
It was a good idea but not executed well.
The main problem I have with it is users have zero idea what to do or click. Users are very much like sheep and don’t want to think or read anything unexpected for fear they might damage the computer.
However using ether registry setting or GPO you can disable this unwelcomed screen and save yourself some helpdesk calls.
Registry:
DWORD : “DisableFirstRunCustomize” set to 1 under HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main
Use any tool you have to push this to your desktops. I personally use ScriptLogic Software’s Desktop Authority to do this.
GPO:
Go to a GPO then pick computer or user then Policies (in Vista / 2008 and Windows 7) -> Administrative Templates -> Windows Components -> Internet Explorer
Select “Prevent performance of First Run Customize settings” 
Then select Enabled, and “Go Directly to home page”
Thanks to Axel S. for providing the GPO method that I and my team had overlooked!