problem with template activation

Hi everybody !
I am a french guy trying this very good WordPress. I have got a problem with theme activation in the admin page. New themes appear well in this page but when I click select the page renews and after I get: “Sorry, you need to enable sending referrers, for this feature to work.” Is there somebody who can explains me what I have to do to get rid of this ?
Thanks a lot in advance for your help
Jerome Natanael