I am using below code for sample menu.
Tree Demo
You have two options:
Use a Mark of the Web. This will enable a single html page to load. It See here for details. To do this, add the following to your web page below the doctype and above the html tag:
Disable this feature. To do so go to Internet Options->Advanced->Security->Allow Active Content... Then close IE. When you restart IE, it will not give you this error.