DEL: IE "Your current security settings put your computer at risk. Click h

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_MACHINESOFTWAREMicrosoftInternet ExplorerSecurity

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_USERSoftwarePoliciesMicrosoftInternet ExplorerSecurity

Source: http://social.technet.microsoft.com/Forums/en/w7itprosecurity/thread/8c90a86d-058a-4f08-a4a0-1e9e57694201