msxml3.dll Access Denied

This problem could be related to the security issues in Windows. The best way to fix it is to replace Microsoft.XmlHttp/MSXML2.XMLHTTP with MSXML2.ServerXMLHTTP.

I see the topic is almost 2 years old and most likely the topic starter has solved is issue. I have experienced the same issue couple hours ago and google provided me several links. There are some of them:

1. https://social.msdn.microsoft.com/Forums/en-US/1abda1ce-e23c-4d0e-bccd-a323aa7f2ea5/access-is-denied-while-using-microsoftxmlhttp-to-get-a-url-link-in-vbscript-help?forum=xmlandnetfx
2. https://support.webafrica.co.za/index.php?/Knowledgebase/Article/View/615/41/msxml3dll-error-80070005-access-is-denied---loading-xml-file
3. http://www.experts-exchange.com/Programming/Languages/Scripting/ASP/Q_27305017.html

Try with a more recent version:

Set http = CreateObject("Msxml2.XMLHttp.6.0")

It could also be an issue with your Internet security settings (see here). Open the Internet Options applet in the Control Panel, select the zone for the website (probably "Trusted sites") in the Security tab and click Custom level….

In the section Miscellaneous set Access data sources across domains to Enabled.