The launcher is built around MS Internet Explorer and connects to frontier.ffxiv.com for most of the content. As Kory stated, create exceptions in your security for frontier.ffxiv.com. Also, add exceptions for the executables nested in the FFXIV installation folders--and make sure to double check your anti-virus for a section to add exceptions for running processes so you can also add the executables there (this is separate from the flat file scan that scans on read/write/execution, it also guards against processes after they load as well).