Firstly, IE6 is nearing the end of it's support (mid 2010) and has been replaced by IE7 and 8, so I suggest an update is warranted. Secondly the screenshot is just about unreadable. The text of the error message would have been far more help. Finally, from what I can make out it isn't an error in the popup at all. It is just that by default on 2003 Server the security is bolted down to block cookies. This looks like a simple privacy alert, not an error. Still, hard to tell with such a low res screen shot. There may be an error behind the icon at the bottom, but no-one can help without knowing what the error says.
If you have knowledge, let others light their candles at it. Margaret Fuller (1810 - 1850) www.JacksonSoft.co.uk