Contacting Server for Information

I’m subscribed to various newsletters and I regularly receive a popup box when trying to open a newsletter that says “Contacting Server for Information” or simply “Contacting:” with a reference to a URL.

It seems to happen more frequently since Pinterest got more popular as the URL is also indicating that it is contacting http://assets.pinterest.com

While it is doing this, I cannot do anything in Outlook for 15-30 seconds or even a minute!

What is this and how can I make it stop?