Settings this normally through the User Configuration => Policies => Windows Settings => Internet Exploirer Maintenance => Security => Security Zones and Content Rating
“Applying the trusted sites through these settings, can give the error “You have chosen to import settings that are compatible with computers that don’t have the Internet Explorer Enchanced Security Configuration Enabled……”
PROBLEM
Using this you’ll find that the settings don’t appear to be applied, even though a GPO resultant result shows that it is meant to apply.
SOLUTION
User Configuration => Administrative Templates => Windows Components => Internet Explorer => Internet Control Panel => Security Page
Double click the “Site to Zone Assignment List” Policy. Enable the policy, and click Show. Add the sites in here with a value of 2 for Trusted Sites. Run a gpupdate /force on your presentation server that is hosting the IE app and log back in through the web interface. Trusted sites should now be published to any new user logging in.