This yellow bar is part of the Pop-Up Blocker that is part of Internet Explorer. When you visit a web site that tries to display an automatic ‘pop-up’ (a small window often used for advertising and sometimes for spreading malicious software), Internet Explorer blocks the pop-up and displays a pale yellow bar called the ‘Information Bar’ across the screen below the toolbars. You can click on the yellow bar to see the pop-up that has been blocked or view additional options.
 
The Settings option on the Information Bar allows you to disable the Pop-Up Blocker or change its behaviour. We recommend leaving the settings as they are, with the Pop-Up Blocker enabled and a filter setting of Medium.