I get the solution from HP online support
Disable the IE Protected Mode:
1. Click on start > select Internet explorer.
2. click on Tools > select Internet options.
3. Click on security tab. Uncheck the box "Enable Protected Mode".
4. Uncheck the box, click apply and OK.
Then there it no such a problem. The Tech Support person aslo confirmed that "Nothing to worry about, running IE by disabling the protected mode does not affect the pc with any issues".