Yep, that policy setting (NoSMBalloonTip) affects the start menu balloon tips but not the others. (and if you're reading on XP Home, gpedit.msc isn't included)
Notification area tips can be controlled with EnableBalloonTips
Popup folder info bubbles with FolderContentsInfoTip
Icon description bubbles with ShowInfoTip
There are half a dozen other hand-holders but they can be controlled with tweakui or built-in windows controls.
It's often easiest (and safer than regedit) to just merge preferred registry settings from a template file. i.e. custom settings.reg:
Code:
;Customize tips
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced]
"EnableBalloonTips"=dword:00000000
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Advanced]
"FolderContentsInfoTip"=dword:00000000
;etc.