removing IE access

Hi,

I deleted the Internet Explorers (I'm using Win98)
in my lan shop computers.. the entire IE directory
inside "Program Files" and the Help directly inside
"Windows". But a certain game called Free-style
has a homepage icon where if you click it
Internet Explorer will pop up. I don't know where
it is reading it. It's not built in to the game because
the versions popping up depended on the IE
i deleted in those computers (with unupdated
and updated IE). Using Filewatch to track the
files read. It reported system.dat, user.dat
and even the swap file. Could an intact copy
of IE be inside system.dat or user.dat that the
game can read?? If not, where is it located? I
need to erase the IE file to prevent internet
access and virus infestation. Is there other ways
to disable IE inside win98 or even router? I
"deny" port 80 in Firewall and IE is still surfable.
So what's the right adjustment to do in the
router to disable surfing or in the computer itself.
Or better yet, how to remove the hidden IE file
that the game is still reading. Thanks.