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
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
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)