Webi applet mode Create Variable "more on this function" get blocked by IE

Hi All

We are facing a Problem in Webi Applet Mode.

Inside the "Create Variable"-Editor is a Help-Link called "More on this Function".
This link points to a file in the temp folder on the Client. --> tmpHelpRichClient.html

The Problem is, the security policy is set to high for this Zone.

This leads to blocked Content .

The Securtity Policy in the Internet Explorer can not be changed.

Is there any other way to make this link working?

Server Installation

SAP BO 4.1 SP4 FP02 Windows 64 Bit

Regards Roman