Question

What causes the IE information bar to pop up and block ‘active content’ on a webpage?

Answer 1

Personal experience

From my experience as a developer this information bar is triggered most times for me when having active content such as JavaScript executed from a local file that I open with Internet Explorer.

To disable the Local Machine Zone(LMZ) restriction (for running active content from your local computer): In Internet Explorer open the Internet Options. On the Advanced tab find the Security section of the list and check “Allow active content to run in files on My Computer”. (not recommended)

Microsoft Windows documentation

When will I see the Information bar?

If Internet Explorer is still using
its original settings, you’ll see the
Information bar in the following
circumstances:

• If a website tries to install an ActiveX control on your computer or
  run an ActiveX control in an unsafe
  manner.
• If a website tries to open a pop-up window.
• If a website tries to download a file to your computer.
• If a website tries to run active content on your computer.
• If your security settings are below recommended levels.
• If you access an intranet webpage, but have not turned on intranet
  address checking. For more
  information, see Changing intranet
  security settings.
• If you started Internet Explorer with add-ons disabled.
• If you need to install an updated ActiveX control or add-on program.
• The webpage address can be displayed with native language letters
  or symbols but you don’t have the
  language installed.

Source:
http://windows.microsoft.com/en-US/windows-vista/Internet-Explorer-Information-bar-frequently-asked-questions