Cannot Open an Anonymous Level Security Token in IE

Recently I had an issue in Internet Explorer 8 on Windows 7 Enterprise 64 Bit, when logging into a web page. Every time I logged in with the correct credentials it would flash and NOT open the secure page. The credentials were correct and the same page opened correctly on another computer.

Upon investigation I found the following error. This was found in the bottom left hand corner of the status bar in Internet Explorer.

"Cannot open an Anonymous Level Security Token"