Why does it do this and how can I fix this in Windows 7 with Internet Explorer 11.
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This is a legitimate message. When you open a web page (some web pages) in any modern browser in Windows 7 and up, the web page opens with your information for cookies and identifying you. Opening in Preview can send the computer / personal information back to someone. I did this on a Windows 7 virtual machine.
Download the web page and open it with an HTML viewer, not Windows Explorer Preview.
