It didn't work!
I followed these instructions:
To assign a Web site to a specific security zone:
1. In Internet Explorer 4.x, click Internet Options on the View menu.
In Internet Explorer 5 and 6, click Internet Options on the Tools menu.
2. On the Security tab, click the zone to which you want to assign a Web site in the Zone box, and then click Add Sites.
3. Type a Web address in the Add this Web site to the zone box (here I typed: http://hotmail.com/)
, and then click Add.
4. Click OK, and then click OK again.
When you add sites to the Local Intranet or Trusted Sites zones, you can require that server verification be used if you click to select the Require server verification (https:) for all sites in this zone check box. (I did not require server verification)
When I tried to log into my hotmail account, the page still wouldn't load.