Turn off IE Protected Mode
First, Open Internet Explorer and check the bottom toolbar for "Protected Mode: Off".
If it says "Protected Mode: On", Open Tools (Gear Icon) > Internet Options
Uncheck "Enable Protected Mode (requires restarting Internet Explorer)"
Click on "Trusted Sites" and uncheck "Enable Protected Mode (requires restarting Internet Explorer)"
It may help to add your site into Trusted Sites. Click on the "Sites" box to add your site. You may have to uncheck the box "Require server verification (https:) for all sites in this zone" in order to add your site (if it is non-https)