A pretty good question came across the newsgroups the other day. Someone was asking what are the differences between IE's "medium" and "medium-high" security settings. I did some digging, and found only this on MSDN: About URL security zone templates. No wonder it's difficult to find -- the terminology is different, and the table is organized by URL actions, not by the text in the dialog.
Someone on the IE security team forwarded me a document that had additional details. So here, for your enjoyment, is a chart listing the default settings for each security level. To answer the newsgroup poster, "medium" and "medium-high" aren't the same.