When clicking on an HTML link, a warning box pops up alerting you to the dangers of opening the message.  The message indicates in the future in order to avoid getting the pop-up warning, you can hold the shift key while clicking on the link.  Further, the message indicates you can contact your administrator to have the pop-up disabled forever.

Since I am aware of the dangers of opening unknown/unsolicited links, I would like to disable this message.  Can someone guide me in how I go about diabling this pop-up warning.