1) Los valores de esas propiedades se almacenan en la clave de registro:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones Value Setting
------------------------------
0 My Computer
1 Local Intranet Zone
2 Trusted sites Zone
3 Internet Zone
4 Restricted Sites Zone
2) Cada valor hace referencia a una propiedad distinta:
Value Setting
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1001 ActiveX controls and plug-ins: Download signed ActiveX controls
1004 ActiveX controls and plug-ins: Download unsigned ActiveX controls
1200 ActiveX controls and plug-ins: Run ActiveX controls and plug-ins
1201 ActiveX controls and plug-ins: Initialize and script ActiveX controls not marked as safe for scripting
1206 Miscellaneous: Allow scripting of Internet Explorer Web browser control ^
1207 Reserved #
1208 ActiveX controls and plug-ins: Allow previously unused ActiveX controls to run without prompt ^
1209 ActiveX controls and plug-ins: Allow Scriptlets
120A ActiveX controls and plug-ins:
ActiveX controls and plug-ins: Override Per-Site (domain-based) ActiveX restrictions
120B ActiveX controls and plug-ins: Override Per-Site (domain-based) ActiveX restrict
ions
1400 Scripting: Active scripting
1402 Scripting: Scripting of Java applets
1405 ActiveX controls and plug-ins: Script ActiveX controls marked as safe for scripting
1406 Miscellaneous: Access data sources across domains
1407 Scripting: Allow Programmatic clipboard access
1408 Reserved #
1409 Scripting: Enable XSS Filter
1601 Miscellaneous: Submit non-encrypted form data
1604 Downloads: Font download
1605 Run Java #
1606 Miscellaneous: Userdata persistence ^
1607 Miscellaneous: Navigate sub-frames across different domains
1608 Miscellaneous: Allow META REFRESH * ^
1609 Miscellaneous: Display mixed content *
160A Miscellaneous: Include local directory path when uploading files to a server ^
1800 Miscellaneous: Installation of desktop items
1802 Miscellaneous: Drag and drop or copy and paste files
1803 Downloads: File Download ^
1804 Miscellaneous: Launching programs and files in an IFRAME
1805 Launching programs and files in webview #
1806 Miscellaneous: Launching applications and unsafe files
1807 Reserved ** #
1808 Reserved ** #
1809 Miscellaneous: Use Pop-up Blocker ** ^
180A Reserved #
180B Reserved #
180C Reserved #
180D Reserved #
180E Allow OpenSearch queries in Windows Explorer #
180F Allow previewing and custom thumbnails of OpenSearch query results in Windows Explorer #
1A00 User Authentication: Logon
1A02 Allow persistent cookies that are stored on your computer #
1A03 Allow per-session cookies (not stored) #
1A04 Miscellaneous: Don't prompt for client certificate selection when no
certificates or only one certificate exists * ^
1A05 Allow 3rd party persistent cookies *
1A06 Allow 3rd party session cookies *
1A10 Privacy Settings *
1C00 Java permissions #
1E05 Miscellaneous: Software channel permissions
1F00 Reserved ** #
2000 ActiveX controls and plug-ins: Binary and script behaviors
2001 .NET Framework-reliant components: Run components signed with Authenticode
2004 .NET Framework-reliant components: Run components not signed with Authenticode
2007 .NET Framework-Reliant Components: Permissions for Components with Manifests
2100 Miscellaneous: Open files based on content, not file extension ** ^
2101 Miscellaneous: Web sites in less privileged web content zone can navigate into this zone **
2102 Miscellaneous: Allow script initiated windows without size or position constraints ** ^
2103 Scripting: Allow status bar updates via script ^
2104 Miscellaneous: Allow websites to open windows without address or status bars ^
2105 Scripting: Allow websites to prompt for information using scripted windows ^
2200 Downloads: Automatic prompting for file downloads ** ^
2201 ActiveX controls and plug-ins: Automatic prompting for ActiveX controls ** ^
2300 Miscellaneous: Allow web pages to use restricted protocols for active content **
2301 Miscellaneous: Use Phishing Filter ^
2400 .NET Framework: XAML browser applications
2401 .NET Framework: XPS documents
2402 .NET Framework: Loose XAML
2500 Turn on Protected Mode [Vista only setting] #
2600 Enable .NET Framework setup ^
2702 ActiveX controls and plug-ins: Allow ActiveX Filtering
2708 Miscellaneous: Allow dragging of content between domains into the same window
2709 Miscellaneous: Allow dragging of content between domains into separate windows
270B Miscellaneous: Render legacy filters
270C ActiveX Controls and plug-ins: Run Antimalware software on ActiveX controls
{AEBA21FA-782A-4A90-978D-B72164C80120} First Party Cookie *
{A8A88C49-5EB2-4990-A1A2-0876022C854F} Third Party Cookie *
* indicates an Internet Explorer 6 or later setting
** indicates a Windows XP Service Pack 2 or later setting
# indicates a setting that is not displayed in the user interface in Internet Explorer
^ indicates a setting that only has two options, enabled or disabled
3) Los datos (DWORD) de cada valor hacen referencia a la opción establecida para su respectiva propiedad.
Cualquier lenguaje te sirve, solo tienes que escribir en el Registro de Windows, a continuación te mostraré una forma automatizada de llevar a cabo la tarea, en Batch.
Pasos a seguir:
1) Configura manualmente las propiedades de IE, y cierra la aplicación.
2) Inicia la aplicación
Regedit, busca la clave de registro donde está almacenada la configuración que hiciste de IE, y exporta la clave entera al disco.
3) Utiliza mi herramienta para convertir un Script de Registro, a un Batch-Script:
[SOURCE] REG2BAT (Convierte archivos de Registro a scripts Batch) 
Resultado (un poco modificado para este caso en específico):
:: Converted with Reg2Bat by Elektro
Set "RegKey=Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0"
(
REG ADD "%RegRoot%\%RegKey%" /V "DisplayName" /T "REG_SZ" /D "Computer" /F
REG ADD "%RegRoot%\%RegKey%" /V "Description" /T "REG_SZ" /D "Your computer" /F
REG ADD "%RegRoot%\%RegKey%" /V "CurrentLevel" /T "REG_DWORD" /D "0x00000000" /F
REG ADD "%RegRoot%\%RegKey%" /V "Flags" /T "REG_DWORD" /D "0x00000021" /F
REG ADD "%RegRoot%\%RegKey%" /V "1200" /T "REG_DWORD" /D "0x00000000" /F
REG ADD "%RegRoot%\%RegKey%" /V "1400" /T "REG_DWORD" /D "0x00000000" /F
REG ADD "%RegRoot%\%RegKey%" /V "2001" /T "REG_DWORD" /D "0x00000000" /F
REG ADD "%RegRoot%\%RegKey%" /V "2004" /T "REG_DWORD" /D "0x00000000" /F
REG ADD "%RegRoot%\%RegKey%" /V "2007" /T "REG_DWORD" /D "0x00000003" /F
Saludos.
Autor
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