Encountered this message many times with sites using PivotTable component of OWC11 (office web components) "Safety settings on this machine prohibit accessing a data source on another domain"

This is a browser restriction (at least with IE). Before resolving this, make sure you are accessing a trusted site.

Resolution:

1. Add site to the zone (e.g. it is recommended that you only allow your trusted sites to be exempted from this restriction). So add the site (if you trust it) to your Trusted Zone. Internet Options > Security

2. Modify Security Level of that Zone (e.g. Trusted Zone). Custom Level button. A pop-up dialog should appear. Go the Miscellaneous Settings section. Then you should be a setting for "Access data sources across domains". Recommended to set it to Prompt. If that option is selected you will be prompted when a component requires this permission.

Hope that helps.