At the heart of the problem is the way IE handles security.
Throughout the history of Microsoft, security has been their biggest problem, it has been the target of hackers and the Rally cry for Linux users to band around and use as the excuse why Microsoft products are so poor.
In response, Microsoft has been tightening the security of their products to a fault. When you initially set up your computer, and connect it to the internet and start IE, you are given choices for the security settings to use, these choices effect how strict IE's security is.
If IE's security is so tight it will not allow you to login to a site, then you will need to follow the steps of adding the site to a listing of trusted domains