When entering internet options under the connections tab in LAN settings if you get the following message:
"Some settings are managed by your system administrator"
With Internet Explorer 6.0 troubleshooting zones could be problematic if the administrator you are working with forgets to inform you that they have implemented "Security Zones: Use only machine settings" via GPO or a direct registry change.
Location:HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings
Name: Security_HKLM_only
Type: REG_DWORD
Value: 1 <-Enabled 0 <-Disabled
By default the value is not present and thus is disabled by default.
With Internet Explorer 7.0 the UI has been updated to reflect the presences of Security_HKLM_onlyand if the feature is ENABLED. The visual notification is a big win for IE7 troubleshooting.
Note the yellow bar at the bottom of the dialog. "Some settings are managed by your system administrator". This is your clue that you are dealing with Security_HKLM_only. The bonus is you can not make modifications to any of the zones, note the Custom level, Default level, and the Reset all zones to default level are grayed out.
Clicking the link labeled "settings" brings up the help file with the following:
Why won't Windows allow me to change a system setting?
If your computer is part of a network at an organization such as a school or a business, your organization's system administrator might have disabled or even removed certain settings by using Group Policy. Group Policy is a feature of Windows that lets system administrators manage users' access to Windows features. If you suspect that Group Policy is preventing you from changing a setting that you need to access, contact your system administrator.
For more information about Group Policy settings, visit the Microsoft TechNet (http://technet.microsoft.com) website.
LINK: KB182569 Description of Internet Explorer security zones registry entries