security settings and many java windows

Hello,

I log into a java program from a website,and probably about 12 windows popup
after that,as set to do so.
I have block popups disabled,download signed ActiveX Controls enabled,and
allowed previously unused ActiveX Controls to run without prompt,all of
which in the security settings in Internet Options.

all the Java windows will pop up properly,when set with the above settings
but suddenly it will not work again,and i have checked using my pc with XP
and that pc will log into that Java Platform successfully.And i have a
constant message "your cunrrent secuity settings put your computer at
risk........" at the top of the IE window.How do i get rid of that
message???

How do i solve both problems???
The security settings and options and defaults in XP worked perfectly
fine,is there a way to get rid of the new settings and options in
Vista???These Vista settings are far too "secure"?!Its not even practical!

And I am sure it is a security setting stopping all the java windows from
popping up,as this was the problem originally,until i changed the security
settings.

thanks in advance