On windows, this option is sometimes "grayed out" and you cannot disable it.
This option is available since java 6 u 10, and is accessible via windows control panel, or alternatively via javacpl.exe.
Which are the cases where the option is grayed out?
I've made the assumption that it is grayed out on windows 7, or on windows 7 64, but there are cases of windows 7 64 where the option isn't grayed out.
It seem neither connected with Internet Explorer version, since it works or not with either IE 8 or IE 9.