If your running sp2 then it'll block them, check the pop up, if not

1. Start Internet Explorer.
2. Click Tools, and then click Internet Options.
3. Click the Security tab.
4. Click Trusted Sites, and then click Sites.
5. Clear the require server verification (https for all sites in this zone check box.
6. Make sure that the following URLs are listed in the Web Sites box: whatever you want, etc