I just spotted this tip on Char James Tanny’s “Helpstuff” Web site.
The warning implies you should change your security zone settings. However, Microsoft has provided a way to disable this message for those pages that you know are safe – The “Mark of the Web”(MOTW).
MOTW is a comment added to the head section that indicates from which Web site the content belongs.The MOTW must follow a specific format, including the number of characters in the string. If this is for a new site, or if the domain is not known, you can use “about:internet” as a valid URL.
See http://msdn.microsoft.com/library/default.asp?url=/workshop/author/dhtml/overview/motw.asp for more information.