IE is subject to GPOs by your Domain, meaning some specific settings can sometimes be centrally administered by your IT-department. Other browsers do not listen to such settings.
I would add it to the trusted sites or intranet zone in IE, which has less restrictions. Doubleclick where it says "Internet" at the status bar at the bottom of the screen, and add the site to another zone.
If it doesn't help, try resetting all IE options (IE options > Advanced > Reset) or remove all temporary internet content (IE options > General tab > Delete).