We have had only one such report before and you can see the discussion here: http://www.telerik.com/community/forums/aspnet-ajax/captcha/internet-explorer-warning-about-media-player-add-on.aspx
. Could go to through the suggestions my colleague Slav offered there and see how thing go?
Generally, the Windows Medial Player plugin should be ran at least once in order to be fully initialized on your machine and the needed plugin to be enabled, so accepting it once for the machine should prevent the message from appearing again.
Also, by default Internet Explorer prompts the user to allow or reject such tags (audio or embed in this case) to operate on the page when security settings are set on Medium-High (default value for internet sites). This is standard browser behavior and is out of our reach to modify it.
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