That is of course not a part of Ecwid functionality. Your site tries to protect the texts on it from being copied. In particular, it prohibits using the right button of the mouse and it also monitors the 'oncopy' event, alerting users with the prohibitive message.
The code that monitors the clipboard operations triggers that warning in Internet Explorer. If you want to get rid of them, you need to remove that "protection". Please, notice that such methods of keeping a copyright usually annoy the fair customers while not making too much trouble for those experienced users who really want to grab your content. It is not much recommended to keep this kind of "protection" on your site.