IE6 alert box issue

Hi All

doing some jquery and in IE6 it says

"This page is accessing information that is not under its control. This poses a seccurity risk. Do you wnat to continue?"

is it the way i have written it? doesnt do it in IE7/8 and not in FF or Opera or chrome... why is it doing it.. bit concerned as it says "security risk" dont wnat to scare people!..

cheers
mark