You probably have the fall update installed, which adds the "set time zone automatically feature". Simply turn off that feature from the Date and time settings page (not the classic control panel) and you can set the time zone manually.
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If you're still having problems, or the manual time zone selection is disabled even when you've turned off the automatic feature, then you probably have the "Change the time zone" policy configured. Check your local and/or domain group policies in effect.
