Group Policies – Win2k3 And Internet Explorer (Help Please!)

Help!
I am trying to implement a list of trusted sites in a GPO but I believe I am missing somehting here. When I try to implemented the trusted list IE marks the site as “mixed”, thus bypassing my allowances for Java, ActiveX, Shockwave, etc. I have put in the * variable for the domain as well. Any ideas folks? any help is appreicated.

Thank you.
GB