My *guess* is that if you got them into the system32 folder, which you had to be admin to do, the internet zone blocking doesn't come into play. Follow these instructions and see if it results in PSCX working from your profile dir:
NOTES ABOUT XCOPY DEPLOYMENT
Files downloaded from the web are usually blocked on Windows including the Pscx-2.0.zip file. If you do not unblock the ZIP file first then each of the files extracted from the ZIP will also be blocked. This will cause numerous errors when you import Pscx
Import-Module : The following error occurred while loading the extended type data file:
File skipped because of the following validation exception: File
cannot be loaded. The file
is not digitally signed. The script will not execute on the system.
Please see "get-help about_signing" for more details...
To avoid these errors follow the unblocking directions below.
UNBLOCKING THE PSCX-2.0.ZIP FILE:
1. Locate the Pscx-2.0.zip file in Windows Explorer.
2. Right-click on the file and select "Properties".
3. On the General tab of the Properties dialog, locate the "Unblock" button in
the lower right-hand corner and press it.
COPYING THE PSCX MODULE INTO YOUR MODULE DIR
Once you have unblocked the Pscx-22.214.171.124.zip file, extract it to the 'My Documents\WindowsPowerShell\Modules' folder in your USERPROFILE directory. If this folder doesn't exist then you will need to create it. If you want Pscx to be available to all users,
then extract the files to $PSHome\Modules directory instead.