I work for the state of FLA and was having similar problems with my work laptop not allowing me to open an essential web-based program that we use. Our IT went through a very similar altering security process as Monsinour is now suggesting. The laptop has on it and accesses highly confidential material, yet, IT didn't seem terribly concerned by this little modification to security. Sometimes Systems have to be tweaked to work.
Also, what Monsinour is only suggesting to you is not a security risk for your computer, but, rather a tweaking of you setting so that IE best works to meet your needs. Anything that is advised to you in any forum is a suggestion, which you can do with what you please.
SWF.com has spent the last few mos working out the kinks to the new forum, but I'm not sure we can address a single person's problem if you don't want to tweak IE from your end. Anyway, SWF.com can respond to this.