I have the following code
FB.init({
appId: '999999999999',
status: true,
cookie: true,
xfbml: true,
channelURL: 'http://mydomain.com/channel.aspx',
oauth: true
});
FB.login(function (response) {
...
}
All works great in Chrome, FF, Opera on Macs and PC’s, however in IE9 on a PC I get the following error on the popup

And in the developer tools I get a error here: SCRIPT70: Permission denied. Can anyone shed any light into this?

I will have to answer my own question here in case it affects anyone else.
After extensive searching and playing with P3P headers nothing worked. However I started looking at other FB apps and they all suffered the same problem on IE9. This led me to believe that it could actually be my machine.
I tested my app on two other VMWares running ie9 and on my laptop and everything worked as expected. Therefore there is something wrong with my setup, pass what it is….