Specifically, Computer Configuration\Windows Components\Internet Explorer\Internet Control Panel settings will allow you to configure which pages are able to be modified in the Internet Options page through the "Disable the <whatever>" page settings. In addition, setting the configurations in the Security Page section there will allow you to hard set the security zones, allow specific website, block websites, etc.
To make certain she can't change those settings, go to C:\Windows\System32 and set the permissions on mmc.exe and gpedit.msc so her account is denied permission to access the files. That should lock it down pretty well.