These prompts are from the Outlook Email Security Updates contained in all
current versions of Outlook and in all Service Packs after SP1 for Outlook
2000. These updates add additional actions to the list of those that are
blocked from accessing the Outlook Address Book. Antivirus and antispam
add-ins are a common cause and others may be affected as well (for example,
Adobe Acrobat's Outlook addin called PDFMaker is a very common one). As a
result, one of the add-ins or programs you are using that access your
Outlook Address Book needs to be updated. Many add-ins were updated
following the release of Outlook 2003 and should work. If not you'll need to
contact the vendor for a newer version.

http://www.slipstick.com/outlook/ol2002sp3.htm#problems has a list of
applications known to trigger the security prompt.

You can find more information here as well:
http://www.slipstick.com/outlook/esecup.htm#autosec
http://support.microsoft.com/default.aspx?scid=kb;en-us;838871
http://www.outlookcode.com/d/sec.htm