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This error typically occurs when the visitor has a personal firewall with high sensitivity settings (including virus or security software) or has turned off referers in his browser.

A referer is the previous page a visitor was on. If a URL is typed directly into a browser, there is no referer recorded. Typically, referers are used to see where the visitor is coming from in order to make decisions on how to treat them in the current page. Some sites work fine if they use other methods of tracking sessions. But while visitors may not see this error often, there are plenty of sites that won't work properly without referers enabled. There is little security risk from using referers, so you shouldn't be concerned about enabling them.