DaniWeb IT Discussion Community - Explorer Blocking Script

Hello all,
I've recently started learning html and have started looking at javascript.

I have read javascript examples online and these download run with-out trouble.

My problem is that when i put this code into a page i wrote and then try to open it with explorer, explorer blocks any javascript from running and i have to click on the "information bar" and click on "Allow Blocked Content" before the script works.

I am puzzled as this does not occur with the examples on the tutorial sites. These are basic examples like below

<html><head><meta content="text/html; charset=ISO-8859-1" http-equiv="content-type"><title>Java Write</title>

</head>

<body>

My first text with javascript:  

<script type="text/javascript">

document.write("<h4>Hello world!</h4>")

</script>

</body>

</html>

My question thens:

Why does explorer block my code but it does not block similar code from other sites?

How do i make my site work as intended ?

Thanks for your time.

Kind Regards,
Freespace