When you first start Internet Explorer, one of the startup wizards asks if you want to enable the SmartScreen Filter, which checks a local database or a Microsoft site to see if surfed Websites have been previously marked as legitimate or malicious. SmartScreen also checks for many predefined malicious behaviors such as cross-site scripting. SmartScreen results in a slight, just noticeable delay when enabled. The savviest security users may want to disable this setting, while most users should make sure it's enabled. If you're already running Internet Explorer, check by selecting SmartScreen Filter from the Safety menu.