There is no such setting in the built-in administrative templates, but you can do it via logon script.
The key you are interested is:
Code:
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\CabinetState]
"Settings"=hex:0c,00,02,00,3b,01,e7,77,60,00,00,00
Notice that the "Settings" value is a combination of several things and might be different in your case.
Because the value is of the REG_BINARY type, you can not roll out your own administrative template - REG_BINARY type is not supported by security policy editor.