In internet options > security tab...reset the tabs in all icons to default levels.. If you have third party pop-up blocker/security program you will need to reset the cookie handling protections. and same thing for anti virus programs...
You are allowed to go to the site but are not allowed to open it...this is caused by security settings being set wrong for those sites or they are not true websites but pop-up windows of a website. Gaming sites use a lot of these pop-up windows and you are not allowed to access them from just typing in the web page listing...no shortcuts allowed. You have to go through the proper sequence to access them.
As to the security settings issue...if you are trying to hide behind a proxy server and disallowing cookies from being installed on your computer...a lot of sites are not going to allow you to open their web pages...especially high security sites for money or credit or purchasing.
In The Matters Of Style,
swim with the current;
in matters of principle,
Stand Like A Rock