How to get rid of this security alert once and for all

I started getting this alert today. I'm getting it on everything I try to do. Internet Explorer.
And I have not done anything in recent days to cause this alert. No Windows updates, no new programs, etc.
When this alert popped up as you see it in the image below I had placed a check mark in the box beside an e-mail in my mail box and was merely going to move it to another folder. That should not create a security alert.