When I open an album stored on the local hard drive, why does Internet Explorer complain about security issues?
Bits of JavaScript within the display files try to access other files on the local computer (most notably album.xml). In general you don’t want JavaScript to have full access to your local hard drive content, but in this case it’s harmless, and furthermore necessary to the functioning of the album. If you get really annoyed by it you can change the security settings to stop getting the error, but doing so may pose a security risk. See the help file for how to change this setting.