You have your phishing filter enabled when you recorded your script. The site you note, urs.microsoft.com, is Microsoft's URL Reputation Service associated with Phishing Filtering. Both Google and Bing bring back information on this service quite quickly by entering the host name.
Back to basics.....Documented initial conditions for your environment. Is phishing filter required? Do you have permission to include a third party site like this one in your test design (explicit, written permission)? If not, are you aware of the filtering options for scripts in recording and playback?