Win2k3 + IE + GPO + Terminal Server / Citrix

Ok, let me explain the issue here first as best I can.
We have Windows 2003 servers with Terminal Server and Citrix setup, right now we are having an issue with GPO applying IE6/7 settings. The thing that alerted us was the initial move of a few people over to the new server and having their roaming profiles not take their home page. Upon further searching we found that the settings are not being applied by GPO or profiles in IE.

I believe that this has to do with Enchanced Security Browsing (being turned off) (this is the home page that they recieve). They also get a high security on the zones for the security where they shouldn't, that lead us to GPO.

Any ideas would be nice here, not finding much on the web but still looking

Thanks,
ConFuzedITGuy