Internet Explorer Security Settings

Tools >> Internet Options >> Security;

For Internet and Local Intranet, select Custom Level...

1.) Enable ‘ActiveX download’ and enable ‘File Download’ in the Internet Explorer security 
settings. 
A. Enable: Allow previously unused ActiveX controls to run without prompt 
B. Enable: Allow Scriptlets 
C. Enable: Display video and animation on a webpage that does not use external media 
player 
D. Prompt: Download signed ActiveX controls 
E. Enable: Run ActiveX controls and plug-ins 
F. Enable: Script ActiveX controls marked safe for scripting* 
G. Enable: Automatic prompting for file downloads 
H. Enable: File download 
I. Enable: Font download 
J. Enable: Allow Scripting

Also make sure they are using 32-bit IE9.

If using IE11, please refer to the knowledge base article: Making ESM Compatible with IE 11 (https://ipconfigure.zendesk.com/entries/40132873-Making-ESM-Compatible-with-IE11)