Is it possible to do this through group policy?
I was looking for the same settings and I found them here:
http://technet.microsoft.com/en-us/library/bb457144.aspx
You can apply it for either computers or users in this GPO key:
Administrative Templates\Windows Components\Internet Explorer\Security
Features
There is a folder for each zone, but the Internet Zone is likely the one
that concerns your users most here. Change the "Display mixed content"
setting to enabled (in both locations, you want to enable the setting AND
force it to enabled!)
Good luck!