Adding site to local intranet security.

I am trying the below to add a few sites to the local intranet of my IE browser in a GPO and apply it to an OU that contains a Windows 2012 RDS server.   After login as a user and run GPUpdate /force, I open up IE>internet options>local intranet>site>advanced, I do not see the sites I added in GPO.  If someone sees something missing, please advise.  Thanks...


Edit User Configuration/Polices/Windows settings/Internet Explorer Maintenance/Security
Double click Security Zones and Content Ratings
Chose Import the current security zones and privacy settings
Click Continue, then click Modify Settings.
In the Internet Properties windows chose Security tab, then click Local intranet, click Sites to add a few sites.