It says "Your Internet security settings prevented one or more files from being opened" so I would start by checking in your Internet properties > Security tab to see what the settings are. I would maybe check the "Launching applications and unsafe files" option under both the Internet zone and Local intranet zone.
Also, you could just try resetting the Internet Explorer settings under the Advanced tab by clicking the Reset button at the bottom.
To get to Internet properties; go to Control Panel > Network and Internet > Internet Options
or if you have the Control Panel as a list view then it is just Control Panel > Internet Options