Step 1. Setup a IE8 Internet Explorer Extension setting that has the setting you want to apply to IE9. (e.g. Home Page)
Step 2. In the same Group Policy Object navigate to User Configuration > Policies > Windows Settings > Scripts (Logon/Logoff) and double click on the Logon (or logoff) option. Then click on the “Show Files” button.
Step 3. Click on “Users” in the Address bar.
Step 4. Then click on the “Preferences” and then “InternetSettings” folder and then right click on the “InternetSettings” file and click on “Edit”.
Now we are looking at the XML that is used to apply the Group Policy Preferences settings. This is where we need to change the version number to support IE9.
Note: Enable “Word Wrap” in notepad to see the text on multiple lines.
Step 5. Change “max=22.214.171.124” to “126.96.36.199” (see below)
Step 6. Save the file and you are done.
Now you can have the goodness of Group Policy Preferences with IE9, however as the article also said this is NOT supported so please test carefully.
What is also nice about this change is that it will be persistence, so if you make subsequent changes to the same setting you do not need to edit the XML again however you will need to make this change each time you make a new GPP IE Policy setting.