IE Security Warning with widgets

I'm creating an ASP.NET application which uses Facebook Connect and fbml tags. It also uses the LinkedIn widget. When I run this app in any browser, there are no warnings and everything works. However, in IE, a message like this comes up:

Security Warning:
The current webpage is trying to open a site in your Trusted sites list. Do you want to al开发者_C百科low this?

Current site:http://www.facebook.com
Trusted site:http://localhost

(same for LinkedIn.com). I know how to fix this from a client perspective and to stop the security warning showing up. However, is it possible to ensure this message doesn't come up as it could be off putting for users who don't know how to suppress this warning? I haven't tried uploading it to my webhost, so not sure if this message will appear for everyone in production. However, I always get it on my local machine.

(None of my pages use SSL, so I don't think that's the issue. I tried using FB's HTTPS urls but that didn't make a difference).

Thanks

I have come across the IE message many times. Whilst this might not be the case here I always check in Firebug to see if any requests are going to Https (using Net tab). If may be the case that something you are referencing is itself making a call to something else.

Often you get that message if you are serving an https page and then going to fetch an image over http.

Might not help but is the first thing I do in this situation.