Always ask before opening this type of file - IE11

Hi,

I'm trying to troubleshoot an issue with Internet Explorer and they way it handles opening file from the Internet. Sometimes it gives a prompt like this:

Which is great, I want to turn this on for all common document types (e.g. PDF, Word Docs, Zips). What I've found is you have to either untick the option 'Always ask before opening this type of file', or delete a registry key in

HKEY_CURRENT_USER\Software\Microsoft\Windows\Shell\AttachmentExecute

When I check my PC I find I don't have that option and the registry keys aren't present.

Could someone clarify this for me? I'm running IE11 and Windows 7. 

Thanks

Dave