ADO security warning

I am trying to test Microsoft BIPortal solution for SharePoint portal server.
I am getting "This page accesses data on another domain. Do you want to allow
this? To
avoid this message in Internet Explorer, you can add a secure Web site to
your Trusted Sites zone on the Security tab of the Internet Options dialog
box" as a warning when I am trying to access the SQL server data source.
when i addedd this site URL to the trusted zones list, then I am getting
"This Website uses a data provider that may be unsafe. If you trust the
Website, click OK, otherwise click Cancel.". How to stop getting these
messages or any solution to avoid this annoying warnings?
Thanks,
Ravikanth
.

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