IE throwing up 'malicious URL' tags in Win 8

[SkyStrider]

I am looking at the same intranet web page with Google Chrome and Internet Explorer. When I click on any link then Chrome behaves normally, but with IE then Spybot says 'Possibly malicious URL or cookie detected'. I'm looking at the AusCERT site for example, so unlikely to be anything wrong with the destination.
I have Windows 8, IE version 10.09200.16484, Chrome version 24.0.1312.57m and Spybot version 2.0.12.0

[Zenobia]

That's sdhelper:
http://www.safer-networking.org/faq/what-is-the-immunization-feature-and-what-are-the-other-permanent-protection-options-2/
It can be configured different ways.Just put about:sdhelper into the address bar of Internet Explorer to see the configuration.The choices are 'Ask for blocking confirmation','Display dialog when blocking',or 'Block all bad pages silently.' I usually set it to 'Block all bad pages silently.'