Enable Integrated Windows Authentication setting in IE

Does anyone know of a way to change the IE 6 setting 'Enable Integrated Windows Authentication' Its not checked on most of our machines in our environment. Im looking for a way to do it through a GP or a script. We have about 500 machines in 20 remote locations, right now the only thing we can do is log into each machine and change it manually. We our in a Windows 2000 Domain and most of our desktops are 2000 pro a few are XP.