IE9 offers SmartScreen for a more secure surfing experience.
With SmartScreen Application Reputation, IE9 warns you before you run or save a higher risk program that may be an attempt to infect your computer with socially engineered malware. IE9 also stays out of the way for downloads with an established reputation. Based on real-world data we estimate that this new warning will be seen only 2-3 times a year for most consumers compared to today where there is a warning for every software download.
NOTE: IE9 requires Windows Vista SP2 or Windows 7; it cannot be installed on Windows XP or other earlier Windows Operating Systems.
http://support.microsoft.com/kb/2399238#bkmark3