AJAX is a term you have almost certainly heard or read about at some point in time. It's basically Javacript loading dynamic data from other sources and using it in the current web page you are looking at without making a page refresh.
From here on out you should be really careful. You shouldn't be able to blow anything up and you will always be 2 clicks away from resetting the settings here but I still advise some caution.
Click on the Custom Level... button and scroll down to Scripting near the end of the list. Under Active Scripting either Enable or Prompt should be selected. Enable is the browser default. There are more specific settings here for scripting but really no reason why they shouldn't remain as default.