Using Win 7 Pro 64bit here and I'm having problems with SAE 22.214.171.1244 (a RTS version) not being able to lock down Google Chrome (like you're reporting). I don't have any problems with IE 8 or FF 14.0.1 and haven't thought to test IE 9 yet. My policies are configured just like yours. I'll test IE 9 and see if I can confirm your findings.
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