Configure IE Security Settings for All users without GPO

Is there any way of setting IE settings for all users. for example, everything under HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\2

Simply Changing HKCU to HKLM doen't seem to help.

I would rather not do this with GPO. i would like to be able to script this or use a reg import. it would also need to apply to users that have already logged onto the computer and to new users as well.  

Yeah Buddy!