Modify this file:

C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\12\config\wss_mediumtrust.config 

Within this file there is some text for the web.permission that is limiting it from connecting to yahoo finance.

Change this from:

<IPermission   class="WebPermission"   version="1">
                                <ConnectAccess>
                                    <URI uri="$OriginHost$"/>
                                </ConnectAccess>
                            </IPermission>

To:


                            <IPermission
                                    class="WebPermission"
                                    version="1" Unrestricted="true">
                         
                            </IPermission>


It gets even better… You can not let it be unrestricted, you can modify it like this:

    <IPermission
                                    class="WebPermission"
                                    version="1" >
                           <ConnectAccess>
                              <URI uri="$OriginHost$"/>
                              <URI uri="http://sharepointdemo\.datasprings\.com/.*"/> 
                           </ConnectAccess> 
                            </IPermission>

Replace:
<URI uri="http://sharepointdemo\.datasprings\.com/.*"/> 

With your domain (makesure to use the \ as mentioned above)