That’s just no good…
So, it was time to kill off this annoyance once and for all!
First, I right-clicked an empty area on the light blue top bar in Internet Explorer to bring up this menu, and enabled the Menu bar:
Then, I clicked on Tools on the menu bar that I just enabled, then selected Internet Options:
Clicked the Advanced tab, scrolled down the list until I found the Security header.
Then simply ticked the box that says Allow active content to run in files on My Computer*: