Configure IE to allow cross-domain access
By default, IE is set to "prompt" on cross-domain data source access. I'm not sure exactly what this means, but you get an error message that starts with:
This page is accessing information that is not under its control
To disable this warning, open the Internet options (from IE) and go to the Security tab. Choose the Local Intranet and then click the Custom Level button.
In the resulting dialog, scroll down to the Miscellaneous section and change "Access data sources across domains" to "enable".
This change seems to take effect across all installed IE versions (the current one, plus the ones in any Multiple IEs configuration you have).