If this is only a script (which I think it is) then Kaspersky might have changed your security setting for your internet zone.
Go to IE Settings (Gear Button)
Security Tab
Click on reset all zones to default level (Fastest way - Disregard all the rest, you're done, it defaults to the basic settings)
or (the following solves your problem while keeping the modifications that kasperky has done)
Select Internet (still in security tab)
Custom Level
Scroll down to Scripting
If Active scripting is set to prompt this is what's annoying you, either choose disable (it will disable javascript for all sites not your safe sites list, which can render many sites not working, but is more secure) or enable.
Kaspersky is not really wrong in changing this setting to prompt, since javascript is known for enabling some kind of attacks (drive by downloads for example : sites install things without your consent). But the prompt can be very annoying. If you want to disable javascript by default but still want to browse some sites that you trust that need it without any annnoying prompt, then choose disable active scripting. Then :
Go to any sites you trust
Internet options
Security tab
Select trusted sites
Click on sites. (The site you're currently browsing should appear automatically)
Uncheck the https option on the bottom (if not already unchecked).
Click add.
Repeat for any sites that you browse that doesn't work correctly without javascript and that you feel confident about. This is maybe a bit paranoid, and IE by defaults enable javascript, so if you're not really worried feel free just to either enable active scripting or reset to the default as noted at the beginning
If you are worried about cookies (which I don't think this is),
In IE settings (gear button).
Privacy Tab
Sites
Enter
http://*.fastclick.net/* or any other site's adress where you don't want cookies
Click on block
This will block automatically anything from this adress without notifications. You can do the opposite and choose allow instead if you don't mind cookies but are bothered by the notifications. If the popup blocking notifications get annoying you can also disable them from the privacy tab.
Could you save it then open it with notepad (no danger of it running so you'll be fine) and then post it here ? It's probably not dangerous at all but I have no idea of the exact adress to check it myself.
Note if you are worried about javascript but want something a little less clunky, you can try either Chrome in which you can add specific sites exceptions for JS or Firefox which has a plugin named NoScript which automatically blocks it unless you authorize (and saves your settings for each site visited).