This page is accessing information that is not under its control. This poses a security risk. Do you want to continue?

One of my user raised a issue with us that he is getting some pop-ups while accessing sharepoint sites. its actually a warning message in the internet explorer as mentioned below: "This page is accessing information that is not under its control. This poses a security risk. Do you want to continue?"

One thing will be sure that this is a machine specific issue and some settings will be wrong in the IE. its takes some time to replicate the same issue on my test machine and resolved it too. Please refer the following steps regarding the same:

Resolution:
1. Start Internet Explorer.
2. On the Tools menu, click Internet Options.
3. On the Security tab, click Internet, and then click Custom Level.
4. In the Security Settings list, change Access data sources across domains (under Miscellaneous) to Enable.
5. Click OK to close the Security Settings dialog box.
6. Click Yes when you receive the following message:
Are you sure you want to change the security settings for this zone?
7. Click OK to close the Internet Options dialog box.

If you have any queries/questions regarding the above mentioned information then please let me know.
I would be more than HAPPY 2 Help you as well as resolves your issues, Thanks