We are happy to report that the fix for the Exchange Management
Console issues when IE9 is installed is now available. To be specific,
we have talked about this in a previous blog post:

Exchange
2007 or 2010 EMC might fail to close with "You must close all dialog
boxes before you can close Exchange Management Console"

How does this fix need to be applied?

In order to install the fix, a released version of IE9 needs to be installed on the machine first. Then:

• MS11-081: Cumulative Security Update for Internet Explorer: October 11, 2011
  needs to be installed. This can be obtained from Windows Update or - if
  you need to download it for local network installation, the packages
  can be obtained here.
  Please note that the packages for client and server OSes might be
  different, depending on what you need. The installation of this package
  is REQUIRED for proper operation of the EMC hotfix.
• In
  order to obtain the actual hotfix that resolves the interoperability
  problem with EMC, you will need to call Microsoft support and request a
  hotfix. The hotfix package is currently not available for public
  download, but can be obtained from support engineers, who can get it
  from internal hotfix servers. When you talk to support, the hotfix that
  you need to request is for the KB 2624899. Please note that this article is not publicly available at this time either.

How do I call support? Will I need to pay for this?

In order to reach Microsoft support, you can find the correct support contact for your location here.
Also - Microsoft does not charge for hotfixes or support cases related
to product bugs. Both IE and Exchange support teams should be able to
get this patch for you.

Why is this fix not available for public download?

It
is planned that this fix will be rolled into a version of Internet
Explorer or a fix that will be released at the later time. Due to the
amount of feedback that we have received about this problem though, we
wanted to give you a way to resolve this problem right now, if you are
impacted by it. Individual hotfix packages such as this one do not go
through as extensive testing as our roll-up fixes and therefore - we
want to have a way to reaching out to our customers who use it in case
there is a problem that is identified with it at the later time.

Finally,
I would like to thank the Internet Explorer team for working with us on
this interoperability issue and producing this hotfix.

Source