EIS recommend you add the KLZ URL https://portal.klz.org.uk to the Trusted Sites in your Web Browser. This trusts the website and does (should?!) not give you any authentication problems when opening documents or attachments etc.
If you use Active Directory or RM Community Connect then it may be worth creating a group policy to send this to your clients.
We also recommend you use Microsoft Internet Explorer 7 for the KLZ; however Internet Explorer 6 SP2 is supported.