Under Windows XP Service Pack 2, if you turn off scripts in your web browser options, you will see the following warning every time you start PC Study Bible version 4:
Scripts are usually safe. Do you want to allow scripts to run?
When you start PC Study Bible, it runs HTML scripts in order to create the default desktop (Spurgeon's Daily Devotional, etc.). These scripts are harmless, so you can click Yes or Ok on the above warning.