When a Web page is opened in Internet Explorer, Internet Explorer puts restrictions on what the page can do, based on where ...

"When a Web page is opened in Internet Explorer, Internet Explorer puts restrictions on what the page can do, based on where that Web page came from: the Internet, a local intranet server, a trusted site, and so on. For example, pages on the Internet have stricter security restrictions than pages on a user's local intranet. Web pages on a user's computer are in the Local Machine security zone, where they have the fewest security restrictions. This makes the Local Machine security zone a prime target for malicious users. Zone Elevation Blocks makes it harder to get code to run in this zone. (As a separate feature, Local Machine Zone Lockdown makes the zone less vulnerable to malicious users by changing its security settings.)

Internet Explorer prevents the overall security context for any link on a page from being higher than the security context of the root URL. This means, for example, that a page in the Internet zone cannot navigate to a page in the Local Intranet zone, except as the result of a user-initiated action. A script, for example, could not cause this navigation. For the purpose of this mitigation, the security context ranking of the zones, from highest security context to lowest, is: Restricted Sites zone, Internet zone, Local Intranet zone, Trusted Sites zone, and Local Machine zone.

Zone Elevation also disables JavaScript navigation if there is no security context.

Settings note: this feature can be turned off or set to prompt by zone in IE security zones settings."
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