If you are not at work, and depending upon which type of OS you are using, it is possible somebody either played a trick on you or you have a virus or trojan which is written in such a manner as to remove these items so you can't reconfigure options. If you have Windows XP Media Edition, Windows XP Pro, Vista Business, Vista Ultimate, Vista Enterprise, these can be configured to remove many items from the GUI of the OS.
You can check this by going into the Group Policy Editor, in XP click Start-Run, then type in 'gpedit.msc' and then hit Enter. The Group Policy Editor appears.
Click on User Configuration, then click on Internet Explorer, then click on Browser Menus. On the right hand side options appear. Look in the list for the setting: Tools Menu: Disable Internet Options.......menu. Click on this and read the discription, then look and see if this option is set to Enabled.