Since there are a few different versions of the Internet Explorer browser, and with the recent addition of the Edge browser to Windows 10, we'd prefer to avoid bombarding you with tons of technical steps that you may not even need.
Instead, here are links to Microsoft support articles that cover these settings for the current fully supported versions of Internet Explorer, and updated steps for the new Windows 10 operating system:
Change security and privacy settings for Internet Explorer (choose your version from the dropdown near the top right): http://windows.microsoft.com/en-us/internet-explorer/ie-security-privacy-settings#ie=ie-11
Windows 10 location service and privacy FAQs: http://windows.microsoft.com/en-us/windows-10/location-service-privacy