Select the Security tab.
This provides a list of the various security zones that Internet Explorer uses.
For each of these zones, you can select a Custom Level of protection. By
clicking the Custom Level button, you will see a second window
open that permits you to select various security settings for that zone.
The Internet zone is where all sites initially start out. The
security settings for this zone apply to all the web sites that are not listed
in the other security zones.
US-CERT recommends the High security
setting be applied for this zone. By selecting the High security setting,
several features including ActiveX, Active scripting, and Java will be
disabled. With these features disabled, the browser will be more secure. Click
the Default Level button and then drag the slider control up
Also remember to check the Enable
Protected Mode box.