1. Reset IE Settings. Go through the steps in the following KB by clicking the "Fix it" button. Make sure you click the "Delete Personal Settings" when prompt.
(First check to see if you have a proxy configuration in IE as you will lose Internet connection if proxy settings are not put back)
http://support.microsoft.com/kb/923737
2. Then verify that the CRM URL is in the “Trusted Sites” zone in Internet Explorer
a. Open Internet Explorer
b. Tools > Internet Options
c. Click the “Security” Tab
d. Click on Local Intranet then click On Sites
e. Click on Advanced
f. Add the http://crmurl Url then click Add and Close