I am trying to get the JavaScript drop down menu from this site to work with the Internet Explorer browser:

Simple JavaScript Drop Down Menu with timeout effect v2.0 Scripts and Tricks JavaScript DHTML Tutorials

I can download the page to my computer, then open the page from the folder into which it was downloaded with the IE browser, and and it works fine.

But however, if I: 1). rename the page or 2). copy and paste all of the Html code on the page and then paste it in to a new file and then try to open it in the IE browser I get this message:

To help protect your security, Internet Explorer has restricted this webpage from running scripts or ActiveX controls that could access your computer. Click here for options...
It's got me bewildered.

I had this exact same problem a few weeks ago with a different web site. I ended up having to not use any JavaScript at all on the previous web site.

Does anybody have any idea what could be causing the problem?