YouTube Embed: "Scripts/ActiveX Controls"

Recently, I've taken to messing around with HTML, drawing from the code I used in an old four-page "website" I made for an online Web Design class some time ago. I've always wanted to make my own website one of these days, and I figured I might as well get some practice in.

One step of this practice involves embedding a YouTube video onto an HTML file. But by just kinda throwing the embed code in there without altering it much (just changed the iframe's dimensions to 960x540, that's it), whenever I open the page on Internet Explorer, the browser always automatically stops the video from loading, claiming the following:

Quote:

Originally Posted by Internet Explorer

Internet Explorer restricted this webpage from running scripts or ActiveX controls.

It's not completely crippling, but it's certainly annoying, having to press the "unblock" button and refresh the page every time I open it to see the changes I make to it. I also get the feeling that it's avoidable, since embeds on the Forums never give me such a hassle. That's what I'd like to know. Is there a way I can embed a YouTube video without it trying to run those unfavorable scripts/ActiveX controls and getting blocked as a result?

Thanks in advance.