Using Classic Outlook on Windows for personal email, calendar, and contact management
Ivan,
You can also apply this fix through the Registry Editor and it will leave the user with access to add/remove sites under the Trusted Sites or Sites in Local Intranet. I tried the fix through GPO first and didn't like that as well.
You'll want to head to HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\Domains in the Registry Editor and add your URL, UNC, or FQDN there. You will still see the Microsoft Security Notice pop up but I think that's a good thing as users should be paying attention to any links they receive and making sure it is a trusted link before opening.
Here is the link to Microsoft's page for IE security zones. Hope this helps.