Steps to configure IE to always allow blocked content
- From Internet Explorer, select the Tools menu, then the Options...
- In the Internet Options dialog, select the Advanced tab...
- Scroll down until you see the Security options. Enable the checkbox "Allow
active content to run in files on My Computer".

- Close the dialog, and quit Internet Explorer. The changes will take
effect the next time you start IE.
The Blocked Content is a security feature of Windows XP Service
Pack 2. If you do not have SP2 installed, then you will never see this
message.