Security risk pop up

I am using the go-diagram. On the diagram, it has a right click menu. When clicking on the right menu, it opens a new page.
Please see below.

If I am using IE8 standard version, it will pop the below security dialog.

If I am using IE9, or 10 standard, it says this

Is this caused by go-diagram?Why this happens? Any way to fix this?

If you can’t see the images. Please let me know.

The IE8 says: The page has an unspecified potential security risk. Would you like to continue?

IE9 and IE10 says: To allow this website to provide information personalized for you, will you allow it to put a small file (called a cookie) on your computer?

It sounds like that is coming from the page you are navigating to, not the page with the diagram.

In IE, under Internet Options / Privacy… Advanced: what do you have for cookie handling?

Jake

OK. So it shouldn’t be resulted by go-diagram.

Please see the image below. It’s my setting.

no image…

Override automatic cookie handling is unchecked.
All the others are grayed out.