1. Open Server Manager
2. Click on Local Server
3. Click on the IE Enhance Security Configuration and disable it to Off.
4. Then restart The Spotlight Client.
5. Set your Alarm Action and this time you will be albe to see the Alarm Action dialogue box popup and finish the setup for your Alarm Action.
6. You can now to renable the IE Enhance Security Configuration to On, if you would like. Just remember these steps if your Alarm Actions links don't open when configuring a new Alarm Action