You may receive an "Access is denied" error message when you try to access a Web page that contains a script in IE6
In this scenario, you may receive the following error message:
Line: Line_Number
Char: Character Number
Error: Access is denied
Code: 0
URL: file:/// URLPath/Filename
This problem occurs when you try to access a Web page from the local file system, and the local file system contains the event.KeyCode property in the script. This is a security change in Internet Explorer 6 on Windows XP with SP2 and on Windows Server 2003 with SP1. You can no longer access the event.keyCode property by using the SHIFT key or the CTRL key on Web pages that are loaded from the local disk.
Source: http://support.microsoft.com/default.aspx/kb/934364