Here is the solution given  by Microsoft :

You should delete 1 extra (parasite) zone from HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\
with pseudo-graphic number, you’ll see it before zone number 0.
The pseudo-graphic number they speak of before zone number 0 looks like a miniature upper case "L".

The error stops after restarting the computer .