Make my computer do things.

[Infi-del]

When I log in, I get the screen that says "If your browser doesn't automatically redirect you click here". On every single computer I've ever owned it redirects me. I just got this newer one and it just sits there so I have to click the link. What function do I need to enable or disable to have it redirect me by itself? Is it a cookie thing? Security setting thing? I'd appreciate any info here. I Got Windows Vista and the most current version of IE. Thanks.