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IE "restricted access" message

When loading Grid for the first time my IE comes up with the following message:

"To help protect your security, Internet Explorer has restricted this file from showing active content that could access your computer. Click here for options ..."

I have two questions about this:

1. What in the JavaScript code can cause it? I am only aware of Active X or Applet components that can trigger such messages. Is there any Active X or Applet component used within the Grid?

2. We have a large user base and it would be problematic to teach users how to deal with this error message (that is why our company does not allow to use any Active X components or Applets). Would it be possible to reconfigure the Grid so that it does not trigger it?

Thanks a lot!
Stan.

There are two possible problems

a) Such message appears on windows XP SP2 and later in case of loading HTML page with JS in it from local filesystem
    D:\some_path\index.html
If you will load file as
    http://some.com/index.html
there must not be any problem.

b) You tries to load XML from domain, which differs from page domain.
By default such action is prohibited, and you can get different error|warning messages based on your system settings.

>>Is there any Active X or Applet component used within the Grid?
The IE6 uses activeX to load XMl , but it is native signed activeX, which are enable by default.