1. Open your Windows Control Panel

2. Open the "Internet Options", "Local Intranet" and then press "sites"

3. Click on "Advanced"

4. Add the URL of the SharePoint to the intranet list (including https:// )

The second part is more tricky:
Please Note! Modifying your registry incorrectly can cause damage to your computer, so always back up your registry first by using the export command with the registry editor.
We find the solution to this problem in Microsoft KB 943280 (http://support.microsoft.com/kb/943280/en-us).
- Click Start, type regedit in the Start Search box, and then press ENTER.
- Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
- On the Edit menu, point to New, and then click Multi-String Value.
- Type AuthForwardServerList, and then press ENTER.
- On the Edit menu, click Modify.
- In the Value data box, type the URL of the server that hosts the Web share, and then click OK.Note You can also type a list of URLs in the Value data box. For more information, see the “Sample URL list” section in this article.
- Exit Registry Editor.
alternatively you can use a command line command:
reg add HKLM\SYSTEM\CurrentControlSet\ServicesWeb\Client\Parameters /v AuthForwardServerList /t REG_MULTI_SZ /d https://[domain name]