IE 8 GPO Intranet & Trusted Sites not loading

I have a non domain member Windows Server 2008 R2.  I want to load a standard set of sites (Intranet and Trusted) that anyone that logs onto the box will use.  I have used local computer and user policies to do site assignment and that GPResult shows that the assignment is picked up.  However, when you go into IE 8 (32-bit or 64-bit) the zones are empty.  I am assuming that I must need more in my GPO, but I don't have a clue as to what else might need to be configured.