Sub-frames navigate across different domains???

[PhotoOpp]

I use my computer for my on-line banking and when I tried to logon this morning I got the following message:

"Allow sub-frames to navigate across different domains?"

I am definitely concerned when I get odd messages like this and particularly when I do on-line banking... any ideas on what is behind this message?

 

[bcastner]

The message is due to your settings in Internet Options, Security, Internet Zone - Custom Settings, Miscellaneous, 'Access data sources across different domains' being set to Prompt.

You should permit this behavior in this instance.