The "secure" window tries to provide a little more security for quizzes (making copying and cheating more difficult) by restricting some of the things that students can do with their browsers.
What happens is that:
NOTE: This security is NOT watertight. Do NOT rely on these protections as your sole strategy. It is impossible to implement complete protection of quizzes in a web environment so please do not rely on this option if you are really worried about students cheating. Other strategies you can try are to create really large databases of questions from which you randomly choose questions, or even better, rethink your overall assessment to put more value on constructive forms of activity such as forum discussions, glossary building, wiki writing, workshops, assignments etc.