I thought I should put this post together that can help you out.
This post will use images to explain what to do.
Goto Tools > Internet options or just click on the wheel at top right corner and click Internet Options
Now goto security tab and click on custom level
Search for Scripting section under settings as shown below
Why is it so difficult to find that setting. I don’t know we better ask Microsoft. What do you reckon?
This settings is pretty much same as in IE9 so there are not many changes to this. I wish Microsoft soon will introduce search for their Internet Option popup window just like you can search everything so easily in Chrome
I hope that this helps and if you have something to say then please leave your comments.