From what I have been able to research it seems that your best option may be to have it set through GPO to run a script at the time of logon that modifies anything under HKCU.
This might help to explain, from http://support.microsoft.com/kb/310595:
The information in this key (HKEY_CURRENT_USER) is built from the HKEY_USERS key during the logon process. Therefore, all information found in the HKEY_CURRENT_USER key is a copy of the subkey HKEY_USERS\username, where username is the name of the active user (or Default).
I hope that helps.