I've tried adding registry entries at:
Hive: HKEY_CURRENT_USER
Key Path: Software\Policies\Microsoft\Internet Explorer\BrowserEmulation\PolicyList\
Value name: sub.companyname.com
Value data: sub.companyname.com
However in Internet Explorer 11 this method does not work as it seems the list has moved.
My.Computer.Registry.SetValue("Software\Policies\Microsoft\Internet Explorer\BrowserEmulation\PolicyList", "sub.companyname.com", "sub.companyname.com")