Whenever I open a .mht file from SharePoint(2010) I get the following security warning:

I notice that the .mht file that multiple images and as a result multiple security warning messages appear for each image. I think might identified the issue to be with the werid text that is highlighted in yellow: x-usc. From my research I've found that the text refers to spam technique that a outlook adds in urls to prevent end users to opening links from an email????I'm not really sure. Any ideas????