security pop-up

I am running XP SP2 on a dell. For some reason many times when I am not leaving a https site I will get the standard security box telling me I am leaving a secure site after I click ok on the box twice it finally leaves. The only program I have added to machine in quite a while is Registry First Aid from this site, but, this problem was with me long before the download. Am I missing something in the settings for IE6 or would it be a registry key, or what, it sure is a pain
Thanks People

 

peteC

Yes there is PeteC, I have always known that tick box was there. But I was concerned that activating that box with the pop up box going crazy on me may indicate some other underlying problem with the program. There-for creating a bigger problem with the system. Thats the reason I posted before taking that action to see if I was going to get a negative feed back warning me not to set it up like that. I'll wait a while and see if I get any warnings, and, if not, will activate it and see what happens. That way the BBS can know. And I will re-post the result.