Solution: Add the site to the Trusted Sites list, and set security for Trusted Sites to 'low'.
- Log into the site from Internet Explorer
- Click the 'Tools' icon (looks like a gear, at the top-right of the window), go to Internet Options
- Click the Security tab
- Click on the Trusted Sites icon
- Click the Sites button, make sure that https://sp.alltekvirtual.com is on the list, if not, add it, then click the Close button (don't close out of the main Internet Options box yet)
- Set the security slider for Trusted Sites to Low (if you don't see the slider, click the 'Default level' button first
- Click Ok
- Close and re-open Internet Explorer