There are several reports of users surfing sites with Google AdSense on them and receiving Internet Explorer saying, "Internet Explorer Cannot Open Internet Site." I spotted threads on this topic at WebmasterWorld and several at Google AdSense Help.
Here is a picture of a warning:
I don't see a response from Google on this issue or how wide spread it is. But as you can imagine, this can be pretty annoying for some users.
Forum discussion at WebmasterWorld and several at Google AdSense Help.