Allow/Block dialog comes up even when sites are in Trusted Sites and/or Intranet sites.

I have an issue where a user is prompted with an "Allow or Block" dialog everytime she clicks a link within a company created PDF.  The links all go to intranet sites, which are defined in the intranet section, and even placed in tnhe Trusted Sites as well.  How can I stop this dialog from popping up each time?
Software versions in play are:
Acrobat X
Windows 7
IE 9
TIA for any assistance.

Please be more specific.
How are the servers defined in the Trust Manager and the OS Internet Options Control Panel?
http://mycompanyserver.mycompanyname.com
But does the link in the PDF file look something like this:
http://mycompanyserver/pathtothePDFfile/thePDFfile.pdf
If so, then Acrobat and Windows are probably not seeing it as the same server.  The FQDN (Fully Qualified Domain Name) is not defined as the same server.
The same would be said for a server that had "https://" in front of the URL.  It's not considered the same server because it exists on a different port number.  Usually 443 for https.

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