Connecting PerformancePoint 2010 site with Dashboard Designer throws error

When I try to connect to Sharepoint site using Dashboard designer, I get below message.
PerformancePoint 2010 Error: The URL must be in one of the following zones: Local, Intranet, or Trusted .
Could anyone help me on this?
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David Johnson, CD, MVPConnect With a Mentor OwnerCommented:
just checking that we are on the same page
David Johnson, CD, MVPOwnerCommented:
add the url to one of the specified internet explorer zones.
asrithapAuthor Commented:
I tried to look for IE zones , it does not allow me to add the url as its greyed out. Any other way of  getting this issue fixed?
David Johnson, CD, MVPOwnerCommented:
If it is greyed out then you administrator has set these zones via group policy.. contact your domain administrator
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