back to a loop that gets me nowhere

Sometimes when I try to go to website my F-secure blocks the site I click allow anyway I am then asked if i want to allow the website to make changes to my computer *** (ALARMS GOING IN MY HEAD) I click no.. .as I just want to view the site back to a loop that gets me nowhere What is worrying is that obviously some sights do want to make changes to my computer... I Would Never Allow THAT and some times I want to view the site SO How do I view a website (or indeed all) without allowing changes to be made to my computer?