The user likely has a popup stopper or a security suite which filters their refering page (the page that they came from to get to the reply/post page); this means that your board doens't know where the user came from to the page. This error is a security alert and is in your favor (as it's a spam check).
Please find out what security programs or popup blockers the user has, additionally tell them to disable the "disable referrer" option and they should be able to use your forums without a problem.
They're likely using Norton Internet Security, if so then they can add specific sites by following the instructions
here. If they're using ZoneAlarm then there are instructions
here.
