User Configuration - Policies - Administrative Templates - Windows Components - Internet Explorer - Internet Control Panel - Security Page
Unfortunatly IE 10 IE Maintenance which turned out to be a problem for us as that is where all of ours were set. When that was taken away IE 10 put a lot of defaults. It gave us some serious headaches for a few days trying to relocate
them.
Here is where you can configure trusted Sites now.
"Trusted Sites Zone Template" will allow you to set the level.
"Site to Zone Assignment List" This will allow you to enter sites.
Enter the site and the Zone
Zone 1 = Intranet
Zone 2 = Trusted Sites
Zone 3 = Internet Zone
Zone 4 = Restricted Sites
One problem with this is if you set this, users cant manually enter sites in these areas.