Securitwarning from IE, why?

[popunonkok]

Im creating a page for a small company with a small amount of Java Script... And ofcaurse IE warns about this when you enter the site...
So my question is, Why is it that IE warns about my site an not, lets say this forum wich seems to have JavaScript aswell...
The same goes when I try to use Lightbox (imagewiewer),Warning warning warning... But when I look att the page where Iv downloaded Lightbox IE dosent warn about their pages and Lightbox works fine there...

The warning Im talking about is the yellow strip that comes on the top of the page and says something about script and activ x...

Its soooo annoying...

I'm sure that its different depending on the security options in IE but since Im looking att the pages om the same computer I find it wierd...

Hoping for some positive answers...

[boogyman]

it only gives you that warning when you attempt to view the page locally (eg not fully published on the web).