If you use GPO using the GPO setting or the GPP settings, you will have to add it one by one.
The GPO setting creates a registry.pol at this location. \MyDomain\SYSVOL\MyDomain\Policies{PolicyGUID}\User\Registry.pol. The problem is that the .pol file cannot be easily edited manually.
The GPP setting create a file here \MyDomain\SYSVOL\MyDomain\Policies{PolicyGUID}\User\Preferences\Registry\Registry.xml. This file is also hard to edit manually.
One thing you can do is to use a script to add all Urls and just add this script into the login script