You can disable the security warnings in Windows XP without using TweakUI/PowerToys.

This applies to Service Pack 2, I believe:
In Control Panel -> Security Center, in the left-hand panel labeled "Resources", click the option labeled "Change the way Security Center alerts me". In the dialog box that opens, uncheck all the options.

No no no, it's Alt-Space, N. That minimizes your browser window so that all the rest of your work (multiple apps/windows for me) is up. Alt-tabbing may still keep your browser window open and visible to your boss.