Why would My Computer security zone be added to a user?

Normally we have just 4 security zones listed under the security tab in Internet Options. For some reason, a 5th security zone, called My Computer is being added to various users, seemly at random. It has become quite a nuisance as it locks down the user from being able to run various applications on their computer or through the network.

We have a registry fix, but we would really like to track down what is causing it to happen in the first place. We've looked through our Group Policies, but can not find any anomalies that would activate this extra zone.

Here's what the security tab normally displays:

Normal Security Tab

And here's what an affected users security tab looks like:

My Computer added Security Zone