Issue with Local Machine Zone Lockdown and IE's WebBrowser component

Hello... Any help will be deeply appreciated:

The new Local Machine Zone Lockdown does great preventing potentially
harmfull local content from running inside IE. For developers who need
to see ther pages locally before posting them to a production
environment there are a couple of tricks to circunvent this: that is,
renaming the files to .HTA or using the "save from url" comment (i.e.
<!-- saved from url=(0023)http://www.contoso.com/ -->).

However, there is one scenario in which none of these will work:

I have one activeX control that runs inside IE, actually an IE toolbar
(classic implementation of a IDeskband like the Google toolbar). My
toolbar needs to create a special window which contains one instance of
IE's Web Browser control. This instance will load a local html page
that contains some scripts. Here the Local Machine Zone Lockdown kicks
in. The scripts are disabled and the infamous "information window"
appears on top of the web browser control in my custom window. As I
said before, the two workarounds suggested by Microsoft in
http://msdn.microsoft.com/security/productinfo/XPSP2/securebrowsing/lockdown_devimp.aspx
don't work at all (they do work for the same .HTM local file if I
double-click on it from Windows Explorer).

I trust there must be a very simple solution to this issue. What is the
point of preventing my C++, Win32, toolbar from running scripts if it
is already in control of the entire system?

Thanks in advance,

Miguel.

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