Don't know if this has been resolved (sorry i have not had time to look the whole thread). It looks as though it is something to do the security setting you have for your internet. I get a similar thing for pop-ups which are blocked unless I agree to them individually. The screen woulds suggest this si a windows security alert (but could also be McAfee). I would just check your security setting. By selecting the options it should take you through the different settings.
Hope this is some help and good luck!
Hope this is some help and good luck!