Follow the below steps:
1.Start Regedit 
2.Go to HKey_Current_User \ Software\ Microsoft \Windows \ Current Version \ Policies \ Explorer 
3.Right click on the right panel and add a New / DWORD 
4.Name it NoFile or NoRun 
5.Give it a value of 1 
6.Logoff or Reboot the computer
 
 
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