the browser halt a download(a active x program) from a website
which doesn't have your consent.
a active X content is a program(also known as plugin) which runs
inside a browser. when a website require to run a special program
inside the brower, it will automatically run the installation via
ther server.
so whats happening is that a program say....sdfsdfs is required to
installed and run inside the browser to listen to mp3 song..
however, your IE browser recognise it as a "attack" because the
website actually installing something in your pc w/o your
consent.
so, you get a msg up on top everytime