Changing Themes Error?!?

I have not changed any sort of setting, though recently I have noticed that some parts of my theme header were not loading, (one image below my advertisement banners) but that’s not my problem … I went to change my theme, as I always do when every I get bored of the one I currently have it set at and well …. I am getting this error message when I select the one I want to have activated.

“Sorry, you need to enable sending referrers, for this feature to work.”

How do I “enable sending referrers” … I have not changed anything on my site, or any settings, I just dont understand why it is not working… any help would be wounderful!