A security device may receive an object destined for a user device. The object may be of an object type that does not describe a web page. The security device may determine that the user device is to be warned regarding the object. The security device may determine a warning object based on determining that the user device is to be warned. The warning object may include information associated with a reason for determining that the user device is to be warned regarding the object, and may include information that allows the user device to receive the object. The security device may provide the warning object. The security device may receive, after providing the warning object, an indication associated with the user device obtaining the object. The security device may allow the user device to obtain the object based on receiving the indication.