Active Screen images not displaying

[Herkimer]

I am using QTP11, IE7 and the Active Capture setting is Always. I have Web scripts I have recorded and when I walk through them in Expert view they appear to be pulling most of the images, background, and formatting from the original server. I saved the script normally and with resources but when I walk through the lines the active screen shows a status of Loading and sometimes I get an access popup as if I was running the website in real time.

How do I get QTP to pull ALL of the display information for playback mode?