In order to avoid having to repeatedly left click on it and select "Allow Blocked Content...", go to Tools and select Internet Options. Then click on the Advanced tab and check the Allow active content from CDs to run on My Computer and Allow active content to run in files on My Computer boxes. Then restart Internet Explorer.

This box will disappear once you have selected to allow blocked content unless you do not have the required flash version.

Flash Player Version 8+ is required