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The process ends with a Thank You from Microsoft.
One problem with the way IE7 presents the warning is that the warning text disappears if the IE7 window is re-sized to be smaller. In this screenshot, the Web address is still tinted in pastel yellow, but the warning is gone. Since it's a security issue and security is more important to the task at hand, perhaps the Google search box should have been bumped out of the display before the warning message. As a reminder, this is a beta version of IE7, so any and all features we report on here on ZDNet can change by the time the product ships