ftp access denied and administrator access to local policy denied

[Internet Explorer User Gets Runtime Erro]

Documentation suggests the importance of enabling local log on user rights
for iusr_computername (the anonymous account taken on by any visitor to a
public FTP site) and indeed when I try to enter the site via browser from
another box access is denied even though the welcome message I put in there
appears.

I want to check local security policy but it's locked, even when I enter
that administrative mmc console as an administrator. (Note this is just win2k
pro) Suggestions please?

Thanks in advance for your help.