You ignore whatever appears in the scroll box when you first click on "Custom Settings." It will always be the Default.
Each security zone contains the Description string value and the Display Name string value. The text of these values appears on the Security tab when you click a zone in the Zone box. There is also an Icon string value that sets the icon that appears for each zone. Except for the My Computer zone,
each zone contains a CurrentLevel, MinLevel, and RecommendedLevel DWORD value. The MinLevel value sets the lowest setting that can be used before you receive a warning message, CurrentLevel is the current setting for the zone, and RecomendedLevel is the recommended level for the zone.
What values for Minlevel, RecommendedLevel, and CurrentLevel mean:
Value (Hexadecimal) Setting
----------------------------------
0x00010000 Low Security
0x00010500 Medium Low Security
0x00011000 Medium Security
0x00012000 High Security
Source:
What will always be shown when you first click "Custom Settings" is the Recommended or Default level setting. This is true for XP too.
I feel urged to also mention that Microsoft really, really does not want you running Internet Explorer sessions on Windows 2003 server!
Best,
Bill Castner