This problem occurs because of restrictions in the way the newer .NET framework interacts with programs attempting to reach the internet – as the onlinereturns.exe program does (quite reasonably!)
Make sure you have the Microsoft .NET Framework V2 installed on your PC and the server if you are set up in a client server environment.
To enable Online Returns to pass the security test type in the following command at each PC that needs to run the Online Returns software. Start a command prompt and type in the following command :-
C:\WINDOWS\Microsoft.NET\Framework\v2.0.50727\caspol.exe -machine -chggroup LocalIntranet_Zone FullTrust