I've had this parameter set to "Enabled" under our Group Policy. As Domain Admin, I add "Trusted Sites" myself and use the entry "2" to designate that the website entry is for the "Trusted Sites" zone.
We've had some difficulty reaching some of the sites. For testing purposes, I reset the parameter to "Not Configured" and ran gpudate /force from a command prompt. Then, on a laptop joined to our domain, I logged off and back on.
I assumed that this would then allow the end user to reach a website and use:
Tools-->Internet Options-->Security-->Trusted Sites
to manually add the website to the Trusted Sites list.
I can't do it. It seems to still be disabled. I cannot type anything in the box.