The JITD window comes up if you have a programming IDE installed which includes it. Visual Studio has been mentioned before in this thread. In my case, I get a JITD window because I have the Borland Delphi IDE installed. Having MS Script Editor installed may also cause it to appear.
You can stop the JITD window from popping up by disabling script debugging in Internet Explorer:
-> Tools
-> Internet Options
-> tab: Advanced
-> in the list, under Browsing, check the box "Disable script debugging"
-> click Apply, and OK
You may also want to uncheck the box "Display a notification of every script error".
If you have Visual Studio (or Compaq Visual Fortran) installed, you can turn off the JITD feature in general. Open Developer Studio, select Tools, Options, Debug. Then uncheck the "Enable Just-In-Time Debugging" box and click OK.