Javascript: Annoying warning

Ok. I created an innocent Javascript gallery and everytime I access it using Internet Explorer the annoying microsoft warning with a yellow bar comes out: To help protect your security, blah blah bla.

Im creating this website for a customer but i dont want to tell him that everytime someone sees the page they have to allow the active content. in the tutorial I saw, no warning messages were displayed to me.

how can i make that warning message not appear? here is the tutorial:

here is the code:
img.js
if (document.images) {
image0 = new Image;
image1 = new Image;
image2 = new Image;
image3 = new Image;
image4 = new Image;
image0.src = ‘industrial/crossing.jpg’;
image1.src = ‘industrial/danolca.jpg’;
image2.src = ‘industrial/godan.jpg’;
image3.src = ‘industrial/norteamex.jpg’;
image4.src = ‘industrial/refrodi.jpg’;
} else {
image0 = ‘’;
image1 = ‘’;
image2 = ‘’;
image3 = ‘’;
image4 = ‘’;
document.rollimg = ‘’;
}

HERE IS THE GALLERY PAGE CODE:


<p align="center">
<span onmouseover="document.rollimg.src=image0.src;"><img src="industrial/thumb_crossing.jpg" width="120" height="90" border="0" alt="1" /></span>
<span onmouseover="document.rollimg.src=image1.src;"><img src="industrial/thumb_danolca.jpg" width="120" height="90" border="0" alt="2" /></span>
<span onmouseover="document.rollimg.src=image2.src;"><img src="industrial/thumb_godan.jpg" width="120" height="90" border="0" alt="3" /></span>
<span onmouseover="document.rollimg.src=image3.src;"><img src="industrial/thumb_norteamex.jpg" width="120" height="90" border="0" alt="3" /></span>
<span onmouseover="document.rollimg.src=image4.src;"><img src="industrial/thumb_refrodi.jpg" width="120" height="90" border="0" alt="3" /></span>
</p>
<p align="center"><img src="industrial/crossing.jpg" alt="Larger version of one of the smaller images above" name="rollimg" width="400" height="300" border="0" /></p> 

Thanks in advance,

Leo