DTOO346 - Project - Untrusted intranet zone access to Project servers must not be allowed.
Enabling this setting allows users to access Project Server websites and workspaces outside of the trusted Internet zone. As a result, malicious code could become active on user computers or the network to gain access to sensitive data. In this situation, the site could attempt to capture personal information, like passwords and user names.
Set the policy value for User Configuration -> Administrative Templates -> Microsoft Project 2010 -> Project Options -> Security 'Enable untrusted intranet zone access to Project server' to 'Disabled'.