One of the IE features in server environments is the enhanced user security setting.
For servers this setting might be ok, but for normal users in a terminalserver it's just not usable.
On the "Server Manager" screen you can specify for users and administrators if the enhanced security should be active or not.
First this is to turn this off for normal users.
If by chance this really has a effect on your users, be happy and enjoy it.
But if you are still reading, then probably disabling this setting for the users did not change anything.
To make it simple:
Login as user and run these 3 commands from the commandline:
Rundll32 iesetup.dll, IEHardenLMSettings
Rundll32 iesetup.dll, IEHardenUser
Rundll32 iesetup.dll, IEHardenAdmin
This bug is only one year old, so please let MS some more time until they provide a fix for it.