Security Alert / Can't Clear

Archived from groups: microsoft.public.windowsxp.security_admin (More info?)

I'm not sure if this is my computer's problem or the website I'm visitings
problem since it seems to only be happening when I go to a certain website.
Anyway...When I go to this website I get the "Security Alert" "you are about
to leave a secure internet connection. It may be possible for others to view
your information you send." "Do you want to continue? Yes, No, More Info"

When I attempt to click on either yes or no...nothing happens. I cannot
clear the message and my internet connection seizes because I cannot clear
the message to allow me to do anything else. If this problem is on my end,
which it probably is, how do I correct this.