"the prompt box exists"
And the reason you decided to NOT reveal what the prompt box said was
...?

Since the software running locally on your host is what is displaying
the prompt then to get rid of it means that you buy whatever software
is issuing that prompt.  If you are using a trial version of
Office/Outlook, you get a 30-day trial.  If it is some anti-virus
software then find something else that isn't nagware to prod you into
buying their commercial version.

Outlook, by default, is configured to render HTML-formatted e-mails in
the Restricted Sites security zone (which should be set at its default
High level).  That means scripts, for example, won't run in
HTML-formatted e-mails.  If you lowered security in Outlook then maybe
what you see are scripts that are opening an untitled instance of IE.
So don't render HTML-formatted e-mails in anything less that the
Restricted Sites security zone; else, accept the consequences.

http://dts-l.org/goodpost.htm
http://users.tpg.com.au/bzyhjr/liszt.html
http://support.microsoft.com/default.aspx/kb/555375