Why won't my firewall's trusted message exit the screen in Internet Explorer?

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I installed Google's new Internet Browser, Google Chrome. It is really fast, and that's great and all, but my Internet Explorer is needed for a lot of online applications, etc. Every time I try to use the Internet Explorer, I keep getting this "This site wants to open a site in your Trusted Sites" message. I press Yes and sometimes No. Sometimes it goes off the screen just fine, and other times, it takes two or three tries, and still other times, it won't go off the screen at all. How do I fix this?