I keep getting an error message that says:

An error has occurred in the scripts on this page. Error unspecified. Do you still want to run scripts?

What is this and what do I need to do?

It means there's an error with JavaScript associated with the page you're trying to load. The usual culprits are ads, but on occasion, it can be malicious JavaScript, and that's why IE annoys you with the question "do you still want to run the scripts?".

Good browsers are able to decipher between malicious code and bad code.

Just use Google Chrome.