[THIN] IE Zone settings not applying

Hi

I have a strange issue where my Published IE sessions are not getting any IE Zone information (ie Local Intranet settings) via GPO.  I have set the GPO using:

User Configuration > Administrative Templates > Windows Components > internet Explorer > Internet Control Panel > Security Page > Site To Zone Assignment List

Ive also done the above using Machine Based Policy without any luck.  I have also tried using "User Configuration > Windows Settings > Internet Explorer Maintenance > Security > Security Zones and Content" but had no luck either. 

If I run a RSOP, it shows the IE Zone settings supposedly applying but I cannot see the settings in IE if I manually check as a user within the Published IE Session.  If I login to the server console I can see the IE settings being applied.  They simply dont appear when logging on to the Published IE Application as a user.

Any ideas on how I can set IE Zone information either via Machine or User based policy?  Servers are Windows 2003.

Thanks
Ang

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