The higher the security level, the lower the functionality. IE provides defense-in-depth via the security zones - there's the settings in each zone that allow specific types of content to execute or not execute, but also the security zone itself determines what level of access IE has to your system as well. By default on a Vista or Windows 7 machine, any site running in IE in the internet zone has the lowest levels of access to the system by default - basically read access to certain registry keys, access to the temporary internet files, and that's it. Any further access would prompt a UAC dialog, which you would have to approve before higher levels of access would be allowed. The default settings, especially in IE9, are already incredibly secure. You should not really have any need to change them at all.