Locking Down IE 5.5

My company currently has a couple of dozen publically accessible systems located at our branch offices. They are NT 4 boxes with IE 5.5 SP1 installed on them and are used to allow access to our web site only. They cannot get out to the public Internet.

We now want to allow these systems to get out to the web sites of a couple of our business partners. However, before we allow them to go out through the firewall we want to be sure that they only have access to those sites we want.

I tried following the technet article on how to restrict access using Content Advisor. Logged on as the administrator, I enabled content advisor and set up a 'no access' rating system and entered the sites into the Approved Sites list. No problem. Worked like a charm.

However, as soon as I logged on as the unprivileged user I was not able to get to any sites -- all of them brought up a warning from Content Advisor. When I looked in the Internet Options, I found that the Approved Sites listwas empty! As the user, I entered the sites again and it worked fine. Then I logged off and logged back on as the same user and the list was again empty!

I then logged back on as admin and found that the Approved Sites list was back exactly as I entered it.

This is obviously a permissions problem somehow, but I'm not sure how to solve it. Any ideas?