Annoying IE Security pop-up!

A dialog box purporting to be an Internet Explorer Security message constantly appears on my screen, on the Internet, and I have to click something to get rid of it–before I continue with anything else. Over and over and over.
I followed instructions that appeared when I did a Google search on the subject, involving Tools, Internet Options and mixed content (including restarting the computer), but this damn message keeps popping up (and I do check the box saying ‘don’t show this message again’). Any help, please?

You need to provide more detail as to exactly what it says.

The possibility that comes to mind is that it is malware, so run your anti-malware software. If you don’t have one someone here will recommend something.

What version of Internet Explorer are you using? This will also happen with really old versions, simply because they don’t know how to handle the modern web.

This ^^^.
On older versions.
You may want to download an anti-malware eradicator such as MalwareBytes.

More information would be helpful.
Version of Windows?
Version of IE?

Best advice, ditch IE into the deep sea, and download a better web browser.

ETA:
What exactly does the pop-up say?
Is it a certificate warning? Blacklist warning?
Some websites (porn, shady scammers, etc.) will trigger a warning window.

More info is needed.

I’m not looking at a PC with IE right now so I’m going from memory…

Tools/Internet Options/Advanced Tab/Reset Button

Leave the personal setting option unchecked and click on reset.

“A website wants to open web content using this program on your computer.”

It purports to be from Adobe Flash Player, which I tried to update a few days ago (I couldn’t read a form on a particular website without it).