The problem is you are asking a browser to post the details of the form fields using an email action, so its only fair that the browser takes it into its head to warn people that they are emailing etc,...
A couple of ways around this spring to mind. One is to check out your site host for CGI scipts for feedback/email forms. The CGI script (Common Gateway Interface) sits on the web server in your site folder and processes email/feedback forms without giving your page visitors the warnings you are getting above.
Alternative methods using FrontPage are available. If you right click on the form in Normal view and select Form Properties from the drop down list of options, you can have your forms submitted to a database (FrontPage creates it for you but you need to have MS Access and ASP support on your web host for this to work) or you can choose to dump the form submissions into a text file held on your web server and just get it when you want it. When you have the Form Properties windows open, click on the options button for lots of choices.
I'd suggest you take a look at anything your web host offers for CGI scripting. Most good hosts have pre-prepared CGI scripts for you to use along with full instructions on how to implement them and they can be very, very efficient.
Finally, check out the help files and tutorials in FrontPage for forms. They're well worth reading.
click here and click here for email form tutorials using FrontPage.