This error is caused by the functionality shows a presence icon against people's names. The downside of adding the site to the Trusted Sites list is that it reduces security but is the only option that retains this functionality (unless you can devise the correct custom IE security settings).
If you don't need the presence icon:
Method 2 from the Microsoft article means that patches they make to the Init.js file will never make it into your InitNoPresence.js file. The way they describe commenting out the .js file also results in JavaScript errors.
A nicer alternative IMHO is to add empty ProcessImn and ProcessImnMarkers functions that override the existing to the master page:
function ProcessImn()
{ }
function ProcessImnMarkers()
{ }
1+1 for clarity and usefulness of answer, but -1 for suggesting that a Google Search by the OP would have been, um, better? Shinier? – Robert Harvey – 2009-09-18T03:40:00.347
1The problem with this approach is that it requires that I download and run the dll - I want a way to NOT do that, and NOT get the warning. – chris – 2009-09-18T16:43:40.387