I got that too when I tried to open it in Chrome, which I always thought was the best browser, but it worked when I opened it in Internet Explorer which I thought was the sucky one
Chrome has tightened security making it hardware to infect you via the browser. Firefox has done the same. It means there's a lot of crap that won't work right in them. IE has not tightened security so you can do pretty much anything, but you're way more vulnerable to being infected regardless of anti-virus on your system.
I use Firefox with AdBlock Plus and NoScript as my default go to browser. You need to add sites to the trusted list one by one with NoScript, so it will likely be too annoying for a lot of users, but it's definitely safer. If there's something that I'm sure is safe and I can't do with FF, then I'll use IE.