This information applies to Windows Internet Explorer 8.
The risk is that some website addresses might contain malicious content that could potentially harm your computer by opening programs other than Internet Explorer. Internet Explorer can help protect your computer by limiting the access that these websites have to the programs on your computer. You should only allow websites that you trust to open programs outside of Internet Explorer.
When a website attempts to open a program on your computer (such as a spreadsheet, presentation, or word-processing program), a dialog box appears that displays the name of the website and the name of the program that the website is attempting to open.
If you do not trust the website, or if you did not expect the website to open another program, or even if you do not recognize the listed program and do not want to open it, click Cancel in the dialog box that appears. And make sure that the Always ask check box is selected to ensure that you continue to be notified in the future whenever a website attempts to open a program other than Internet Explorer on your computer.