IE restricting files

From: FuZzy (bnadumazz_at_gmail.com)
Date: 02/28/05 

Date: Sun, 27 Feb 2005 22:47:02 -0800

When I am on or off line I open certain files of mine and an info bar comes
up with a yellow shield and says, "To help protect your security, Internet
Explorer has restricted this file from showing active content that could
access your computer. Click here for options" When I click there for options
it says "allow blocked content" "Whats the risk" and Info bar help"
HELP, honestly does not help. Allow blocked content, it only dissapears
nothing changes. I would like this to stop. I dont mind it so much when I am
on line because of security reasons, but when I am trying to build myself a
web page of my own and when I open it I would like to not have the bar come
up, it makes me think I am missing something in the page im building that
will have the same reaction on anyone else who may open it.
 Is there anyway to stop this?