You can't turn it off from code that's running withing the browser.
If you users open a web page from a web server then they won't get the bar, it only shows when you have script in a page opened from a file system.
You can turn it off by going to Tools|Internet Options|Advanced, there are two settings, "Allow active content in files to run in My Computer" and "Allowactive content from CDs to run in My Computer".
--
Joe (
Microsoft MVP - XML)