How to disable this function

How to disable this anoying function of EI 6.0 ?

Whenever open an html page using IE,
It always shows:
“To help protect your security. IE has restricted this file from showing
... Click here for option”.

I have to click and Allow Blocked Content every time.
I did following the “help” ->Tools ->Pop-up Blocker -> Turn off
But it keeps showing up again and again.

Please help me on this.
Thanks.