HKEY_CURRENT_USER/Software/Microsoft/Windows/CUrrentVersion/Internet Settings/ZoneMap/Domains
The IE Restricted Sites by default should be empty. Maybe in the past you've used any software which must have added this list for immunize affect against malwares. I too have many domains inside Restrict Zone. This happened after I scan my PC with Advanced System Care 6.
The weird thing is, I can delete these entries directly for IE, without any problem. While for you, as you mentioned, it's impossible!