Registry fixes

I am looking at an article:
http://support.microsoft.com/default.aspx?scid=kb;EN-
US;303650
and trying to figure out the reg. key for a Windows 2000
and a Windows XP box.
Is it only servers that do this registry fix? Because, I
can't find the key on my windows2k box of:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Win dows\Curr
entVersion\Internet Settings
What is the fix for XP and 2K clients or is there one?

Our problem is the http integrated login issue.
Is this part all that can be done on the client?:

---To work around this behavior, each user must add
*.domain.com or the appropriate IP address range to the
Local Intranet Sites dialog box:
1. In Internet Explorer, click Tools, and then click
Internet Options.
2. On the Security tab, click Local intranet, and
then click Sites.
3. Click Advanced, and then type: *.domain.com or an
IP address range (for example, 157.54.100-200.*) in the
Add this Web site to the zone box, where domain.com is
your company and top-level domain names.
4. Click Add, click OK, click OK, and then click OK
again to close the Internet Options dialog box.
5. Restart the computer.

Is there a registry fix for these settings?

HELP!
Thanks!
Marc