A – one user has the problem, and no one else. Server is okay, content is okay, and other content opens okay.
B – What did that user do two weeks ago, install software, download a patch, what changed on that system? Most likely is an upgrade/patch that changed security level for IE and that page/application.
C – It may not be anything the user loaded, just changing Privacy or content rules in IE would cause the problem.
D – If other content is also failing, and certificates are in use, check that the user’s certificate has not expired.