I wouldn't worry about it.
I've got a load of restricted sites as well, had them since I purchased the computer. It could be Microsoft inserting them with the install of IE, or the manufacturer installing them, or perhaps if you're using an anti-spyware application that inserted them.
Whatever, if they are there, it would seem likely there's good reason for them to be there.
In my "Restricted Sites" zone in Internet Explorer, I noticed a long list of websites and some IP addresses that I did not add. I have never added any sites to that list. How did those sites get there?