Which Security Settings to Enable for VB Script running off UNC file

Hi Experts,

I have to open a page in IE, for example: http://this.certainwebsite.com/cgi-bin/some.cfg/php/xml_api/cci/screenpop/contact_pop.php?id=2125551010

That will, amongst other things, run the following code in \\server1\vbscript.wsf

<job id="main">
      <script language="VBScript">
WScript.Echo "Hello World"
      Dim ArgObj, interface
      Set ArgObj = WScript.Arguments
      If (ArgObj.Count > 0) Then
            interface = ArgObj(0)
      End If
      Set WshShell = WScript.CreateObject("WScript.Shell")
      If (interface = "inter1") Then
            success = WshShell.appactivate("screen1") '...focus
      Else
            success = WshShell.appactivate("screen2") '...focus
      End If
      If success Then WshShell.sendkeys "% r"  '...restore
    </script>
</job>

The problem I am having is that it's popping a window and asking if Allow ActiveX, etc. (See attached).

I added *.certainwebsite.com to the trusted web sites and for the local intranet I checked all UNCs.

Please let me know, precisely, the minimum security settings I have to change, and in which zones, to allow this script to run without prompting. I already tried a few, one by one, but it kept on prompting. Therefore, I decided to ask people that know what they are doing!

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