Here's our Internet Explorer Tip for.. July 27, 2006
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Changing Your Security Settings
When you want to change your Microsoft Internet Explorer security settings, you can run IE and choose Tool|Internet Options. When the dialog box opens, click on the Security tab to open the Internet Security Properties dialog box and select new settings.

A quicker way is to run IE and double-click at the right side of the Microsoft Internet Explorer status bar. This opens the Internet Security Properties dialog box, where you can make your changes.