the Windows Server operating system always had an annoying little feature “Internet Explorer Enhanced security”.
Sure, it makes good sense to restrict what end users can do on your terminal server, but when your server is just for the admins, its becomes a bit of a pain in the bum.

So here’s how you turn it off…

Server 2003:
Control Panel -> add remove programs -> turn on or off windows features -> select internet explorer enhanced security, and the hit the details button.
you can select to turn it off for admin and for users groups separately.

Done.

Now, as Microsoft seems to delight in doing, they bring out a new OS, and move everything about leaving everyone baffled, so

Server 2008:

Server Manager -> Server manager item on the tree (root item) -> far right next to ‘security information’, Configure IE ESC.
The good thing about 2008, is you can leave it on for standard users, but leave administrators unhindered