This article explains how to disable the SmartScreen Filter in Internet Explorer (called Phishing Filter in IE7). This filter warns you if certain websites appear to be stealing your personal information.
To do this, you just need to go through a few steps via the Internet Explorer menu bar.
From the Internet Explorer menu bar, select Tools, then (depending on how your computer is set up) Windows Defender SmartScreen Filter or SmartScreen Filter, and finally Turn off Windows Defender SmartScreen or Turn off SmartScreen Filter.
In the new window that opens, labeled Microsoft Windows Defender SmartScreen or Microsoft SmartScreen Filter, select the Turn off Windows Defender SmartScreen or Turn off SmartScreen Filter option.