HTTP_Referer problem

[gilpel at altern.org]

When I go to this page:

http://evalweb.cum.qc.ca/Role/recherche.asp

and click any link, I get the message:

(Vérifier les paramètres de sécurité de votre pare-feu (Firewall) afin de
nous permettre d'accéder au HTTP_Referer sans encodage(Activation des
cookies).)

Which means:

Verify security parameters for your firewall so that we can access the
HTTP_Referer without encoding. (Cookies activation)

First time I ever see this. How do I access the site... without
compromising security?