Popup when the application start

Hi all,

I'm with RDS 2008 R2. The users and the server are in two different domains without trust. When a user choose the Private location in the login page, they receive before the start of the application  a popup like "A web site want to execute a prorgramm RemoteApp. Be sure that you trust the editor". If we press the Connexion button, we launch the application.

How to avoid this popup, I don't want to use the Public location.

Thanks in advance