Prevent Bypassing SmartScreen Filter Warnings

I have configured the GPO's for IE8 to enable the SmartScreen Filter,
although I need the users to be able to bypass the warning "There is a
problem with this website's security certificate." if they are visiting a
known website.

I have configured the setting
"Prevent Bypassing SmartScreen Filter Warnings" to both Not Configured and
Disabled, yet the option to "continue to this website" is still not visiable.

I have checked the registry setting that this option is pointing to;

(HKCU\Software\Policies\Microsoft\Internet Explorer\Phishing Filter)
ValueName = PreventOveride

This is not appearing in the registry unless I switch it to Enabled.

Does anyone have any idea if there are other keys that I am missing to try
and get this setting "Continue to this Website" to appear? Or am I looking
in the wong place?