Hi Evelita, and welcome to the Community!
The warning you see is there to keep you from "sawing off the
branch you are sitting on", so to speak, in Internet Explorer. It
only appears if the instance of IE you are viewing the movie in is
the only instance open. If your movie is launched from a menu in
another IE window - and the menu window is left open - you will not
be shown the warning notice.
So the "fix" is to have a menu-movie or a menu-HTM page, and
when the user starts to view a movie from the menu, have him/her
view it in a "New" window, leaving the menu open beneath it.
To do that, when you use a click-box, button, or in your
case, the Project Start and End options, look at the right side of
the blank where you enter the movie you want to jump to and you
will see a carat, or downward-facing half-diamond. Click it and
select "New" as the window type to use.
Have a good day, and once again, welcome to the User
Community!
.