The link above will describe the Panda antiphishing option. Basically, Panda is protecting you from yourself. Clicking on links in emails, messengers, etc. is the main way that malware gets on your computer.
Panda may allow you to stop the blocking of scripting in their program. I can't help you find the option as I do not use Panda.
To be safe, you should always type in the address in the link in your web browser. That way you know what website you are being directed to. After all, how can you be sure who even sent you email??