O bien por politicas, o por el registro. Prueba por alguno de los dos lados.
For NT 4.0 Workstation/W2K Pro/XP Pro, the change is:
Hive: HKEY_LOCAL_MACHINE
Key: SYSTEM\CurrentControlSet\Services\LanManServer\Parameters
Name: AutoShareWks
Data Type: REG_DWORD
Value: 0
A double idiot proof note: If you can't find the value in the registry under the exact location (i.e. it does not exist) - please right click in the right pane of the window and create it.