[justin_ator]

Red arrow should tell you what version of IE you're using
Green arrow gets you to settings, which you already know
Blue is your missing check box, am I right?
Check purple, and see if it's on medium-high like in my picture. I'm not sure if that affects whether the check box is there or not, but it could.

would you mind taking a screen shot of your IE options security tab so we can see what it looks like?

EDIT: I realize you probably don't use IE, but even so it might be a good idea to upgrade if you're using older than IE9. Should fix your issue, as well.