Change the site to a trusted site by doing the following:
Browse to the site, Double click the Internet icon at the very bottom of the internet explorer window, in the status bar
You will be presented with the following dialog, Click "Trusted sites", then the sites button
You will see the following, click add for the site, you may need to untick "Require server verifcation (https:) for all sites in this zone" if the site is not a secure site. ( it http not https in the address)
Click Close, then OK.
Now the status bar should show the following.