Explorer view in document library

[Susan]

I'm using project server 2003 and all the sharepoint
features are working, but when I try to open the explorer
view, I get a message saying that the site is not trusted
and needs to be added to the trusted sites list.

I'm totally confused. I already have the server added to
my trusted sites list. I can still access the documents
through the normal view... but I really need the explorer
view..

Is this a software issue? I'm using IE 5.5 on Windows pro
2000 machine...

thanks all