Something has changed the setting on your machine or installed new settings and/or 
add-ons in Explorer.
First make sure that you have ONLY ONE FIREWALL running. That's a common problem. 
People install a new Anti-Virus that has it's own firewall and it leaves MS firewall 
running too. 
 Next, try turning any fire wall you have off.
 Next, try turning your AV off.
If none of that works I am including a link to the MS Technet page that tells you 
how 'Reset IE 7 and to understand some of the things going on there. Thee items usually 
go most people going. Of course if you find that turning off an item like the fire 
wall gets it going you must then ask what needs to be fixed there to let me run the 
firewall of whatever was the offending device.

http://support.microsoft.com/kb/923737

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