Is there a way to have transparency in an element without an information bar popping up?

When I open my page on a browser in my window without it being on the internet, an information bar always pops up regarding active x. Does this always happen with elements that posses transparency or this just on my computer? lack of plug-in etc.

I have the followgin code:

background-color开发者_开发知识库:#666666;
    /* for IE */
    filter:alpha(opacity=60);
    /* CSS3 standard */
    opacity:0.6;

This only happens in the local security zone. If you put this on a webserver you shouldn't get that popup.