This page has an unspecified security risk
Got this message when trying to access a compressed (zip) file over the local area network, using Windows XP Pro (SP3):
“This page has an unspecified security risk…”
Here is how I disabled the message. (Yes there are other ways to do it, but this is simplest I found.)
Go to Control Panel – Internet Options – Security Tab – Local Intranet – Sites, and uncheck ‘Automatically detect intranet network’. (Kept the three sub-selections checked). Click ok, close the Internet Properties window, and you are done.

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