I thought I’d found the answer here. If I go to Tools | Intenet Options | Security and then click to open Restricted Sites and then click Sites, I get the attached which includes a list of IP addresses with wildcards.

Highlights them and then clicking remove does not work. I did manage to remove a few but quite a few are left. The only problem is that I don’t see the IP address of the problem site and also this is in IE. Surely this would not block IP’s in other browsers?