security warning for javascript and css file?

I am using SharePoint Server 2007 Enterprise with Windows Server 2008 Enterprise. And I am developing usi开发者_如何学JAVAng VSTS 2008 + C# + .Net 3.5 + ASP.Net + javascript (jQuery).

I met with the following security warning in browser (at the top of the page in IE) when browse a page -- "An add-on for this web site failed to run. Check the security settings in Internet Options for potential conflicts." The function I developed works fine besides the security warnings. I am using IE 8. Any ideas why there is security warnings and how to resolve?

Here is the code I added to BlueBand.master to refer the js/css files in head section. I am developing a webpart which such script files will impact (i.e. my webpart will generate a div called "tabs" which such below scripts will impact). Any security issues?

 <link type="text/css" href="_layouts/test/themes/base/ui.all.css" rel="stylesheet" />
 <script type="text/javascript" src="_layouts/test/jquery-1.3.2.js"></script>
 <script type="text/javascript" src="_layouts/test/ui/ui.core.js"></script>
 <script type="text/javascript" src="_layouts/test/ui/ui.tabs.js"></script>
 <link type="text/css" href="_layouts/test/demos.css" rel="stylesheet" />
 <script type="text/javascript">
     $(function() {
         $("#tabs").tabs();
     });
 </script>

thanks in advance, George

This most likely has nothing to do with your code.

SharePoint 2007 includes active-X controls. Depending on your browsers security settings and the sites internet zone, you may not be able to load those components and hence the security warning.

Here is a MS KB article that explains http://support.microsoft.com/kb/931509