You've got security zones, you've got security levels. What do they have to do with each other? Well, for each zone, you can choose the level of security you need. IE4 has already assigned a security level for each zone. IE4's pre-assigned settings lean on the cautious side, so they'll do a good job of protecting your computer.
IE4's pre-assigned security levels:
|Security Zone||Security Level|
|Trusted Sites Zone||Medium|
|Restricted Sites Zone||High|
IE4 will warn you when you come across certain types of pages. If these pop-up boxes, called "prompts", start to interfere with your Web experience, then make them disappear for good. Next time you see one of the prompts, just check the box next to "In the future do not show the warning for this zone".