Possible dns issue

Our elections dept has issues connecting to the site they need for
keeping their records. Seems like it takes 3 or 4 times of them trying
to login before they can connect.

We have our content filtering device set to never scan port 80 & 443
traffic to/from this site & outbound traffic is allowed on port 443
thru our firewall.

If I try to do an NSLOOKUP for the site (www.wyoreg.gov), I get a
response back from our isp's dns server w/ the following:

Non-authoritative answer:
Name: www.wyoreg.gov.CCGOV.NET
Address: 216.24.138.161

What gives? Why would our domain be appended to the end of the domain
I'm looking up?

Wondering if this has something to do w/ our inability to connect on a
regular basis.

--
Stevo