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Tools > Internet Options
Select "Advanced"
Check the option under "Browsing" that says "Disable script debugging."
Then you need a re-boot for it to take effect.
If this happens on pages that you maintain, then I'd suggest you find the cause of the error. Rarely (if you recently changed a script) IE may be using an older version of the javascript from its cache. But normally, that message means there really is an error in the javascript.
use a moz variant and type 'javascript:' into the location bar and hit enter
the js debugger will show the real error and make it easier to find/fix
<added>I love how IE opens my developer studio to debug js errors, makes me laugh every time, seems a bit like overkill