Internet Explorer zones do not have secure settings for some users

I'm not really sure where this should be posted as this is a Baseline
Security Analyzer question but I'm hoping someone here would have come across
this.

I'm using MS Baseline Security Analyzer (2.0.6706.0) to check a web app on
Win 2k3 we've developed with .Net but we're getting a Servere Risk with the
IE Zones for the ASPNET account.

The message is:
Some or all of the user settings for the following zones are below the
recommended level.
User: XXXX\ASPNET
Zone: Internet
Level: High (Custom)
Recommended Level: High

Anyone come across this before? If so, is there a method to close this
issue? I've done a few searches but I can't find anything so if not, has MS
addressed any concerns this error might raise?

Cheers for any answers you can provide,

Jason.
.