A number of sites, especially secure-access or form-heavy sites like banks, do not support Safari very well, and many people use alternative browsers just for those sites. You have a possible solution in your post: IE. Explorer, Camino, Omniweb, Netscape, or Opera are all alternative browsers that may work with your bank's site (IE almost definitely).
Do you get a limit to what you can do, or is it just an annoying message? If there's something you can't do, you should definitely use another browser for that site. Otherwise, try to ignore it.
Does it actually say "blah blah blah?" The Safari developers must have an odd sense of humor.