I've looked in to how to apply this with Group Policy but for some reason it just ignores the setting. It seems to have to be done using a registry key. Here is how I did it. If there is a better way, please comment in the section below.
First open internet explorer and go in to the internet settings -> security -> local intranet -> sites. From there enter the server name that you are trying to access that the data is stored on. Click Ok until your back to the internet explorer window.
Now Open Group Policy Management, create or open a GPO and navigate to User Configuration -> Preferences -> Windows Settings -> Registry
Right click in the space to the right. Select New Registry Item. It should be set to update and HKEY_CURRENT_USER.
Now select the ... and your going to navigate to the spot to select what you just entered in to Internet Settings.
It should be like: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\EscDomains\xxxxxx
xxxx will be what ever you entered. Check the value in the bottom window and your window should now say:
Value Name = 1
Value Type = REG_SZ
Value data = (hostname or value you entered)
Save and close. On host, open a command prompt and do gpupdate /force, log out login and it should be fixed.