This blog will guide you to disable the annoying Information Bar of "Your current security settings put your computer at risk. Click here...".
Open registry editor
In IE8/9:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Security
Create a new DWORD value named: DisableSecuritySettingsCheck
with a value of "1"
This will disable the security settings check.
In IE7:
Same as for IE8, but the location is:
HKEY_CURRENT_USER\Software\Policies\Microsoft\Internet Explorer\Security
Source: http://social.technet.microsoft.com/Forums/en/w7itprosecurity/thread/8c90a86d-058a-4f08-a4a0-1e9e57694201