yes yes, you need to open internet explorer and go to your options (i think you can double click the status bar at the bottom too)
now click 'trusted sites' and there should be a button to add trusted sites. add square-enix.com ... also i think you need to uncheck 'require server verification.'
if it still doesn't work, try going back into those options and dropping the security levels to low :)
it also helps if you disable any proxies or firewalls or whatever you got going on :)
best of luck!! i hope you get it working :)