Just a guess: your work has a proxy that has been configured into your browser and you're just not aware of the proxy.
The SCD scanner doesn't know how to probe internet explorer's proxy setting and fails to connect it's server, thus the just hangs there.
I just fired up the SCD and I didn't find any configuration settings of any kind least not for a proxy. My work has an authenticating proxy, so it's double screwed. But I don't worry anymore since I bought my EVDO wireless WAN card from Sprint for my personal laptop. No more hastle from Mr baddie corporate network thwarting my tradding tools.
Off toppic: I do recommend EVDO wireless data service from Sprint. Verison is less friendly to heavy data users and they don't have a $59/mo data only plan. Version want's $89/mo data only or $59 bundled with your voice plan.
Good luck, curt