Have you checked the security settings in your IE? A high security setting could disallow active x and scripts. I don't knowe if that's the problem, but it might be worth checking.

when I load my web page into the browser

a)Do you mean "your browser" ?
or
b)"the browser of the surfer" to your page ?

if a)Why do you not want this behaviour in IE?

if b)What is the intention of your scripts?

Good afternoon gentlemen.....thanks for your quick response. I have tried adjusting the settings on IE, however this does not alter the alert message prompt. Basically I have developed a website and am testing it's functionality on the different browsers (i'm new to this whole web design thing you see!). The website contains various links and drop down menus to other pages within the website. On Chrome, Mozilla and Opera when the web page is loaded, and you click on the drop down menu to navigate to the selected page,(the drop down <select> is driven by some javascript) the page loads as normal without displaying an active script message. However, on IE on making the first selection on the drop down menu, the warning alert active script message displays, and you have to allow the blocked content, in order to proceed with the drop down selection.
The reason why I wish to prevent this message is that I don't want to put users off from allowing the blocked content. As without allowing the scripts the user is not able to navigate through the website using the drop down menus!.
Hope that makes sense?
Anyway, any tips to prevent this message appearing on IE would be useful.
Thanks again guys.....
Nonye