Custom Level button is grayed out in IE 8 for remote users

Hi All,

Remote Users are unable to change the settings for zones it is grayed-out, I turned off the IE ESC for users and admin but no luck. I saw the below link but not sure because it is applying on current user not for all user, am I right?

http://windowsxp.mvps.org/ie/flags.htm

Thanks

Agha