Guys check this site..

If you are not logged in.. it gives a IE tool bar saying "You are not logged in."similar like the ActiveX warning of IE..
Any idea how this was done..

It is somehow activating the security alert system - or doing a good job of faking it.

Yeah, it's just faking it. The little yellow alert region is simply a CSS styled div element. It works on all browsers, and looks quite out-of-place in Opera :D.

hmmm.. seems a nice trick if you want to show some alert to your website user.. no idea how he did that.. must be calling some "windows." function.. :|

Hes just using css to style a div he inserted after his body tag

css is

    width: 100%;
    overflow: hidden;
    position: absolute;
    font-family: Verdana, Arial, Helvetica, sans-serif;
    font-size: 11px;
    font-weight: normal;

  #infobar a, #infobar a:link, #infobar a:visited, #infobar a:active
    display: block;
    float: left;
    clear: both;
    color: InfoText;
    font-family: tahoma;
    font-size: 11px;
    background: InfoBackground url('') no-repeat fixed .3em .3em;
    padding: .45em .3em .45em 2em;
    border-bottom: .16em outset;
    text-decoration: none;
    cursor: default;

  #infobar a:hover
    font-family: tahoma;
    font-size: 11px;
    color: HighlightText;
    background: Highlight url('') no-repeat fixed .3em .3em;
td,th {
	font-family: tahoma;
	font-size: 11px;
	color: #838282;

html for the divs is

	<div id="info"><div id="infobar"><a href="">You are not logged in. You cannot download or upload any items unless you have an account. Click here to sign up - it's free! If you already have an account, enter your login details in the boxes below.</a></div></div>

it is a div with 100% width that drops down using a setInterval loop.

it is probably put in place by server side scripts

Absolutely positioned DIV element which changes colour on mouseover.