"but there is a security message that HTML editor is blocked as a potential threat."
What program is giving that error message, and what options is it giving you? What ever the program, it is blocking Java from running on the webmail page. Java is the applet that the classic Coxmail runs on. If your computer is having difficulty with it, a work around would be to use the newer enhanced webmail. It uses Flash instead of Java.
If that doesn't work, or if you prefer Classic webmail (or java on your computer for that matter) your going to have to stop what ever program is blocking/restricting java.