How can I avoid the checkbox 'Stop execute scripts on this page' in the Javasript message box?

Regards, David
Quite simply, you can't. It's placed there for a reason - to stop sites that try to prevent you from leaving by popping up a new dialog box everytime you try to exit. In most browsers, like @Bazzz said, they don't show this until the second or third alert in a row.
You can't do that. It's a built-in feature in some browsers to prevent alert/confirm dialogs loop which can block whole browser. I can't image situation when many dialog downloads can be a good user experience.
Anyway, you don't have to rely on browser - just use custom dialogs in HTML/CSS which you can control as you wish.
alerts. In most browsers the first and perhaps the second alert don't have the checkbox and then it starts appearing.