ArcGIS for Desktop 10.4.1 on Windows 10 - each time a Toolbox tool is used a Windows Security Warning pops up warning of an unsafe ActiveX control. This is extremely annoying each time a tool is used!
The only option to stop this popup at the moment is to bypass the security measure of Windows for the "My Computer" zone (see registry details below about this). Reducing the security of Windows like this opens up a giant security hole that any malware can take advantage of.
Here is an article from 2011 about how bad this is:
How to disable the security measure to stop this popup:
Add a "DWORD" entry called "1201" to the "HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\0" folder and set the value to 0. Restart ArcGIS for it to take effect.