Using Adam Harding's suggestion I have been able to kill 1 of those messages.
You can try it out. This is what Adam posted a while back; all credit goes to
him:
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Secondly, WITHOUT going fully trusted you can remove the '...connecting to
another domain' annoying boxes your users get on opeinging the form.  Open up
IE go into tools, internet options, security, specify custom and search for
the entry that reads...

Miscellaneous
                     Access data sources across domains

Click 'Enable' and it's fixed.  Enjoy.
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S.Y.M. Wong-A-Ton