..it's likely because you have the latest version and too many DoD websites don't support past version 8. You'll have to rollback your version to get to version 8, then use the website.
Here are some easy instructions for how to do so:
http://superuser.com/questions/232919/how-to-uninstall-internet-explorer-9-or-rollback-to-internet-explorer-8
So if you have version 11, you would do these steps, including the restart, until you reach version 8.
