I found this Policy in "Local Security Settings" (I'm using Windows XP SP3, by the way):
Devices: Unsigned driver installation behavior
Current Security Setting: Do not allow installation
This security setting determines what happens when an attempt is made to install a device driver (by means of Setup API) that has not been tested by the Windows Hardware Quality Lab (WHQL).
The options are:
Silently succeed
Warn but allow installation
Do not allow installation
Default: Warn but allow installation.
I imagine this will become more of a problem as more companies lock down on their computers to prevent viruses, etc.