From: Rob.Hulsebos on
For various reasons (see KB889815), I'd like to have the environment
SEE_MASK_NOZONECHECKS permanently set to 1. So I add
it to the System environment variables, just as many others.
However when I then reboot, and start a cmd-box and type
"set S" it is not listed. Is this an unacceptable environment
variable in some way, or removed dynamically? Note that it
is still listed in the registry and the system properties; only
cmd doesn't list it (or get it).

When I make a typo and name it SEE_MASK_NOZONECHEKS
this variable survives! So WIndows must somehow recognize this.
For security reasons I can understand that it is automatically
removed, but I could not find any documentation about it.