intranet print applet closes prints but then closes internet seesion

We use an IBM product called Maximo that runs on IE and requires JAva and Adobe to print pdf reports. The sign on screen for Maximo with an http: address shows that it is in the Internet protected mode On and when the java print page applet opens it also shows an http: address in the Local Intranet protect mode On but the address contains the server name instead of the internet alias. After the print icon is selected a windows error appears "Do you want to close this window?" with options yes or no. Yes is selected. When the user selects any other option in the Maximo session, the session closes and defaults back to the login screen, essentially logging the user out.
I believe there could be a security setting in Internet Explorer that would prevent this having something to do with the open applet trying to return to an unknown address maybe?
Any help is appreciated