It's an Outlook "feature" to prevent viruses from using it to send email. You can find info on how to avoid it but they all revolve around writing and signing code so that it will be trusted, which is not something we can do with FM.
There is a utility out there called "clickYes" that will trap for the dialog and click the ok button for you. Alternatively you can set up FM to send out its own email using the SMTP option instead of using the email client.
I agree with what Wim said. ClickYes works, but it bypasses Outlook's built in security not just for FileMaker, but for everything. I'd avoid using it. If it's a fully automated e-mail process, send it via SMTP. If you need a copy of the e-mail in outlook, just configure the script to include a BCC to whoever sent it.
I think you will find that true of the free version of "ClickYes" that only works with 32 bit Outlook 2000 or 2003. The paid for version of "ClickYes" is much more granular and in fact makes you specify which application, so it grants access for all of "FileMaker" for example.
Please note that at the moment the paid for version only works with 32 bit versions of Outlook, a 64 bit version would solve some of my headaches where the clients must send with Outlook and won't budge (other factors involved).
Of course I reccomend using the built-in SMTP mail of FileMaker.