How to get rid of CAUTION message in emails

Our emails are received with a header not editable that I can find in Constant Contact. It reads:

CAUTION: This email originated from outside of the organization. Do not open links/attachments unless you recognize the sender and know the content is safe.

Emails from other organizations I receive do not have this header. Is there something in our list set-up or other variable that I can control to get rid of this message?