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These error messages indicate that your system (for example through a firewall or a proxy server) is preventing the downloading of Java Script files, but that LEO needs them to function properly. In most cases, in this case you cannot use LEO “normally” via the browser.
Please note that Lion uses your system's Internet Explorer internally, so the following help also applies if you normally use a different browser.
Please make sure that you have installed the latest version of Internet Explorer and that Lion and your system's Internet Explorer can access all components of the LEO site. If necessary, delete the Internet Explorer browser cache.
If the error messages persist, you can read here what Microsoft recommends itself to at least deactivate the annoying display of these errors: http://windows.microsoft.com/de-de/windows/what-do-internet-explorer-script-errors