Use caspol. For example, suppose you trust code from www.mydomain.com and you want it have full access to your system, but you want to keep the default restrictions for all other internet sites. To achieve this, you would add a new code group as a sub-group of the 'Zone - Internet' group, like this:

caspol -ag 1.3 -site www.mydomain.com FullTrust
Now if you run caspol -lg you will see that the new group has been added as group 1.3.1:

...
1.3. Zone - Internet: Internet
1.3.1. Site - www.mydomain.com: FullTrust
...
Note that the numeric label (1.3.1) is just a caspol invention to make the code groups easy to manipulate from the command-line. The underlying runtime never sees it.