Which browser are you using? If firefox then go to Tools > Add-ons > Plugins on mine it's listed 'Shockwave Flash 10.0r22' and also 'Shockwave for Director' Adobe Shockwave for Director Netscape plug-in, version 10.2
In Tools > Options > Security > click on Exceptions and check that you have allowed adobe.com to install add-ons
Thanks everyone for your advice. I have contacted my bank and they are looking into the problem. I also uninstalled and re-insstalled the flash player and went back on the website and all seems ok again. Will check it out again later to see if the warning has come back.
Thanks again for your help guys!
This thread is now locked and can not be replied to.