If you ever have to install a Windows server (2008, 2008 R2) and try to use Internet Explorer, you might notice how annoying IE is related to being secure. Essentially you have to fight it do anything useful. At one point I was using it to install Chrome to get around the constant security popups.
Here is an example from trying to visit www.citrix.com.
It asks this for each web site that the current web site loads something from. In this case, I was prompted five times for five different web sites that citrix.com uses. In some cases it is impossible to keep IE ESC happy and the site never loads properly.
It is for a good cause (server security) but you might as well turn IE off completely. Administrators are going to expect being able to install and update software from the web. The web browser plays a key role in doing this. Having a dysfunctional IE makes the process much more painful.
I briefly have tried to defeat this before. Nothing worked for me so I gave up on IE and switched to Chrome. Today, I finally found the right way to switch this off.

