Set Trusted Local Intranet Zone - Trusted Sites - Group Policy + IE8 ADM

Getting the latest inetres.adm (IE8 ADM) setup on your domain controller/GPO:

First thing to do is install IE8 on the server.

Then locate the inetres.adm probably in the %WINDIR%\inf\ folder.

Edit your GPO for Internet Explorer settings (or create a fresh one if you don't already have one).

Expand Local Computer Policy, expand Computer Configuration

Right click on Administrative Templates. If you see Inetres template on this list, click Remove, and then click Close

Right click on Administrative Templates and click on Add/Remove Templates. Click Add and locate inetres.adm in %WINDIR%\inf\ and click Open to add it again.

Getting rid of the IE8 nag screens when signing into a new user profile - useful for Terminal Servers:

Computer Templates - Administrative Templates - Windows Components/Internet Explorer
Prevent performance of First Run Customize settings - Enabled (and go directly to homepage)

Setting up Trusted Zones for all your users on the network:

Edit your IE settings GPO (or create a new one) with the following -

Computer Configuration - Administrative Templates - Windows Components - Internet Explorer - Internet Control Panel - Security Page - Site to Zone Assignment List - Enabled

Then click the Show button - and add the appropriate Value Name and Value - eg: http://www.mysite.com with a value of 2 for Trusted Sites Zone, or 1 for Intranet Zone

NOTE: Users can not modify the list themselves, it is locked down via this GPO.