In IE, Click the Tools button , and then click Internet Options.
In the Internet Options dialog box, click the Advanced tab.
Check "Disable script debugging (Internet Explorer)" and "Disable script debugging (Other)" check boxes, and uncheck the "Display a notification about every script error" check box.
That will stop the message from appearing, but I'd also want to do some digging to see why a web page was trying to load at start up...or what app is trying to do this. That would make me worry about it being a variant of the PC Tools Fake AV virus.
In IE, Click the Tools button , and then click Internet Options.
In the Internet Options dialog box, click the Advanced tab.
Check "Disable script debugging (Internet Explorer)" and "Disable script debugging (Other)" check boxes, and uncheck the "Display a notification about every script error" check box.