Question : Eliminate the Beware Active X prompt in IE8

Windows XT, IE8
I want to open C:\\email.htm in IE8, and have it run without the prompt telling me the file contains an ActiveX control or a script.
I am probably incompetent in making the MS IE8 security settings.  I have tried "Local Intranet" and "Trusted Site".  The browser throws up a bad wildcard message when I try to list the file as a trusted site, and I have tried every variation of a URL I can think of, none with astricks.
This simple html file automatically submits the form with the user ID and password.   I count eleven different settings in Internet Options->Security->ActiveX, and I have set every one of them  to Enable for both Local Intranet and Trusted Sites...NO JOY!  At this point, I am looking for the setting "Allow this computer to burn to the ground because of my foolishness." but I can't find it.
I need this to help my aged and frail father to access his email.  I hate MS's nanny state.  Can I eliminate this blasted prompt and get on with the show?  My thanks for your help.  If it is a box checking solution, please be extremely detailed and specific.

Answer : Eliminate the Beware Active X prompt in IE8

bruceeanderson--"don't you want to change this"  
I am away from an IE7 and IE8 PC at the moment.  I really do not remember seeing that.  I thought IE reverted to its normal condition after closing and reopening.
But in any event why are you reluctant to continue past the "don't you want to change this"  
message?  You will not see it again until and if you again start IE without add-ons.
If so running IE solves the problem we will then have to work on finding which add-on is the culprit.