Hello,
There are few things to check.
1) Is IE Enhanced Security Enabled? Try Disabling it.
2) Is there a Pop-up Blocker Enabled? Try Disabling it.
3) Is IE the default browser? Make sure IE is the default browser.
4) What version of SEPM are you runnning?
Also, check the Article and the steps provided in the Article below:
Symantec Endpoint Protection Manager installed on Windows 2008 Server displays "Security Status : Attention Needed" on Home Tab but selecting "More Details" does not display details
http://www.symantec.com/docs/TECH96260
Hope that helps!!