Is this work PC? If so, your IT gods may have put restrictions on it. My work PC has so many restrictions on it, it's outrageous.
If this is home PC, do you have any firewall software installed? Antivirus? Search Google under the appropriate software titles you have (ZoneAlarm Pro, for example), you should be able to find the correct answer. Or, you can play with the settings in IE, Firefox or whatever browser you are using.
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