Javascript code causes ActiveX warning

Question

I have the following JavaScript code on my page:

window.onload = function() {
    var best_photos = new Array (
    "photo_1.jpg",
    "photo_2.jpg",
//array of filenames goes here
    )

    var k = Math.floor (Math.random() * best_photos.length);
    var image = document.createElement("img");

    image.setAttribute("src", best_photos[k]);
    image.setAttribute("id", "central_image");
    document.getElementById("big_photo").appendChild(image);
}

It causes ActiveX warning in Internet Explorer. Security settings there are default.

Is there any way to avoid it, except changing security settings?