IE: Disable ‘The current web page is trying to open a site in your Trusted sites list. Do you want to allow this?’ Message

I added a few select sites to the list of Trusted Sites in Internet Explorer. By default, this causes the following message to appear every time they are visited:

The current web page is trying to open a site in your Trusted sites list. Do you want to allow this?

Since the site is trusted, why would I want to bother with having to click YES every time I visit it? I disabled this annoying message. Here’s how I did it.

1. Select the Gear in the upper-right corner of the screen or the “Tools” menu if you have the menu bar enabled, then select “Internet Options“.
2. Select the “Security” Tab.
3. Choose “Trusted Sites“.
4. Select “Custom Level…”
   
5. Scroll down to where it says “Websites in less privileged web content zone can navigate into this zone.” Check “Enable“.
   

Now the annoying message should not appear any longer. Some have suggested resetting all zones to the default level. While this will prevent this message from appearing, I consider it a bit extreme if somebody has gone through the trouble of customizing everything already. That button will only undo everything the user has setup.