IE7 GPO Windows Vista problem

Hi
I have made some configurations for ie7 with GPO – user configuration, and when i log in as the user that the gpo should apply to I get several questions if I should accept to run rundll32, side tool bar, exe-files for our anti virus program and other windows files etc.

The user has standard rights.
Vista bussiness sp1.
The GPO work though but why all these questions for these “start up” files?