I have two ideas, lets go with the first, for now. Tools, internet options, security. Reduce the security settings. If does not work, post for my second idea.
Is it possbible that the sites that the pics etc, actually are unsafe?
If not it is probably a function of your antivirus.
See if settings can be changed.
Be careful, you do not want to have the problem that the warnings are trying to avoid.
Even if you are trying to d/l pics from a trusted friend, that person may be infected.