Installation of desktop items must be disallowed (Restricted Sites zone).
Active Desktop items could contain links to unauthorized websites or other undesirable content. It is prudent to prevent users from installing desktop items from this security zone. Installation of items must have a level of protection based upon the site being accessed. This policy setting allows you to manage whether users can install Active Desktop items from this zone.
How this relates to the STIG checklist: STIG vs SCAP benchmark.