I have been supporting Windows Small Business Server for many years. One of SBS's best selling points is the Remote Web Place ferature, this allows users to logon onto a internal hosted website and access there desktop PC or Remote Desktop Server via the webpage.
To allow this to work Microsoft uses an ActiveX control which needs to be installed the first time it's used, this is presented as a yellow bar in IE9 and there seems to various causes with IE9 looping at the installation point, the bar just keeps reappearing even if the ActiveX control is installed.
This is what worked for me the last time I ran into the above problem
Select "Tools", then "Internet options".
Select the "Security" tab.
Select "Trusted Sites".
Click on the "Sites" button.
Add your remote access web site to the list of trusted sites. You can add both http://domainname.com and https://domainname.com