Sorry for the late post.
If you have a module for registry access all you need to do is create a key then a dword value in here: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\Domains
So an example would be a subkey named google.ca
and a dword having the name http and the value 4 will add it to the restricted zones.
Easiest way to find things out this way is to use a RegistryMonitor (from
http://sysinternals.com) and only watch the iexplore.exe process then add the site and you will see all the registry changes made
.