Information from Microsoft KB976002 :
A Browser Choice application is available to users who are located in member countries of the European Economic Area. The application is available to download through Windows Update.
This application creates a shortcut on your desktop. This shortcut lets you visit a Web page in which you can select which Web browser you want to install. Additionally, the first time that you log on to the computer after you install the application, Windows Internet Explorer starts automatically and displays the Browser Choice Web page.
Notes :
- If your computer is running Windows 7, the Browser Choice application removes Internet Explorer from a pinned location on the Start menu and in the taskbar.
- If you do not set Internet Explorer as your default Web browser, the Browser Choice application does not make any changes to your computer.
How to remove with Group Policy :
- Open Group Policy Management Console and edit or create a new Group Policy Object
- Navigate to Computer Configuration – Preferences – Windows Settings – Registry
- Right click Registry – New – Registry Item
- Type is as shown below