Right-Click on a part, and choose Document Information. Click the View Tab or the Preview Picture Tab and get "Navigation to the webpage was canceled." What you can try: Retype the address.
I have seen this problem with Help Files that are on a local intranet, but never within SolidWorks 2011 x64. Other users are able to view the preview information. I have defaulted IE 9.0 and rebooted the computer and still get this error message.