Turn it off.
In Vista
Script error debugging and notifications are turned off by default. If they have been turned on, follow these steps to turn them off again.
Click to open Internet Explorer.
Click the Tools button, and then click Internet Options.
Click the Advanced tab, select the Disable script debugging (Internet Explorer) and Disable script debugging (Other) check boxes.
Clear the Display a notification about every script error check box, and then click OK.
In XP it is very much the same thing.