How to find this setting:
Protection Settings > Internet & Email Controls > Web Threats
Trend Micro maintains a database of risky websites that have a history of transmitting malicious software or supporting online fraud. Follow the directions below to protect yourself from unsafe sites.
Mark the Block potentially dangerous websites checkbox to protect against threats on the Internet automatically.
Choose one of the three levels of protection against Web threats:
the Display the Trend Micro Toolbar on supported web
browsers checkbox to make the Trend Micro Toolbar
start checking for security risks in websites that you might want
to open. The toolbar can also automatically rate the safety of
links listed in online search results.
Mark the Prevent Microsoft Internet Explorer from running malicious scripts on infected websites checkbox to block dangerous software injected by hackers into legitimate websites.
Marking this checkbox will install an Add-On for Microsoft® Internet Explorer®. Disabling Add-Ons within Internet Explorer® will stop this protection from working.