Access Denied error in IE

I was wondering if anyone could help with this, i have been asked by my boss to figure out why when one of our sites is looked at in IE it shows the following scrip error:

Problems with this site may prevent it from being displayed properly.

Line: 0
Char: 0
Error: Access is denied to http://www.mydomain.co.uk/js/csshover.htc
Code: 0
URL: http://blog.mydomain.co.uk/