Security Zones: Use only machine settings
Computer Configuration\Administrative Templates\Windows Components\Internet Explorer
Applies security zone information to all users of the same computer. A security zone is a group of Web sites with the same security level.
If you enable this policy, changes that the user makes to a security zone will apply to all users of that computer.
If you disable this policy or do not configure it, users of the same computer can establish their own security zone settings.
This policy is intended to ensure that security zone settings apply uniformly to the same computer and do not vary from user to user.