Yes Steve, there are many nasty things that websites can make to you. I keep a high personalized level of security, for example, I don't allow cookies (except when in need to refresh Mudcat cookie), don't allow ActiveX not Java nor file downloading, or at least I set them to request my authorization. Try from the highest level of security (you will see how often the I.Explorer tells you that "this site is starting a command that could be potentially dangerous") and relax restrictions up to a point comfortable to you, but as high as possible.

There are sites which will show you nothing if you don't relax all ActiveX restrictions. Distrust them. Others will not allow you to enter if you don't allow cookies. I run out of those sites. Other sites will allow you to enter only if you prove that you are older than 21, but that's another story..

Un abrazo - Andrés