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I'm not really sure with this but I think it's really for security reasons and it is on the website already. I tried it on a Nokia Lumia 900 and Nokia Lumia 810 and I'm getting the same error Due to Security reson Please Use only IE browser. It works on IE8 in PC as you mentioned.
But hey, I managed to make it work on both devices so it should work on your Nokia Lumia 710. The url/web address that you can see when you are on the log-in page of the website using the PC is what exactly you need to type in under the url bar.
You have to make sure the Website preference is Desktop version. Once it works, just add it to your favorites so you do not have to retype the whole long url.
See screenshot from Lumia 810. 
