Sorry, but this is not true. it happens ALWAYS because of restictions in SP2's new security features
Woah there soldier. We're talking javascript/dhtml. The information bar does disappear online for those. It does not however for ActiveX controls and popups, but they're a different matter.
The proof of the pudding is that when one accesses the DynamicDrive.com website and views a script, the bar doesn't come up.
edit:
"but why is it that this happened when i tested my site but it never happened when i visited dynamic drive's pages?" - hope this reply answers your questions.
cr3ative