Annoying MSIE warning ("This page is accessing information...")

[whatever]

I just updated to uTorrent 2.2. Whenever I navigate anywhere under the Apps tree item, I get this dialog:

Internet Explorer

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

The dialog pops up constantly. I understand that this is related to the "Access data sources across domains" MSIE security setting. What I want to know is how I can get rid of this annoying dialog while using uTorrent.

[Firon]

WHich version of IE are you using?

[whatever]

Sorry, sometimes I leave my brain elsewhere. I'm using WinXP Pro SP3 and MSIE 8.

[Firon]

Could you try modifying this? http://support.microsoft.com/kb/829934

[whatever]

Changing the "Access data sources across domains" setting for the Internet zone doesn't make a difference. I also tried doing so for the Intranet zone (clueless desperation), but that didn't achieve anything, either.