The exclamation mark looks black to me in the yellow circle, but it's the icon for the Phishing control, just like the printer icon for the printing options. It's meant to represent the fact that it would caution you when visiting potentially fraudulent websites.
I was curious about the settings under Internet Options, Advanced tab - especially the phishing part.
It shows that it is turned on; however, there is a yellow shield with a red exclamation point in the icon (it's not a checkbox) next to Phishing Filter wording.
Is the yellow shield supposed to be there? If not, how to I get it to not show yellow?