Found this in an article located HERE.
To resolve this problem, set the Launching applications and unsafe
files setting to at least Prompt. To do this, use one of the following
Method 1: Reset Internet Explorer security zone settings to
their default level
To reset Internet Explorer security zone settings to their default level, follow these >steps:
Start Internet Explorer. Click Tools, and then click Internet options. Click the Security > tab. Click Reset all zones to default level, and then click OK.
Method 2: Reset Internet
To learn how to reset Internet Explorer settings, click the following
article number to view the article in the Microsoft Knowledge Base:
How to reset Internet Explorer settings
Note The steps in this article
may not fully resolve the issue. For example, if the current Internet
Explorer settings are being enforced by a Group Policy object (GPO),
these steps may not resolve the issue. If you want further assistance
in resolving the problem that is described in this article, contact
Microsoft Customer Support.