I'm sorry I didn't mention it in my first post, but I already tried Firefox and the exact same thing happens.
Bobbye,
Thank you for posting the links. I will do some reading and then post the information from the event log after I figure out how to do it. The thing that is the most puzzling is that the other computer on the same network works fine for both sites.
BTW: The User Account Control link is not working for me. It says website cannot be displayed.
The event log seems pretty complex. Is there a particular portion I should be looking at?