Because malware seems to follow us everywhere we go on the web, Microsoft has incorporated SmartScreen Filter into Internet Explorer to help protect your computer from phishing websites and installing other malware and software that can harm your computer. If fraudulent activity is detected, a red warning display alerting you of a compromised website or file. SmartScreen Filter is enabled by default.
SmartScreen Filter is turned on by default in Windows 8 and is available within the Safety menu of Internet Explorer.