After installing Internet Explorer 9 on your Microsoft Exchange 2007 or Exchange 2010 mail servers you may have been noticing that the Exchange Management Console will refuse to close and simply state “You must close all dialog boxes before you can close Exchange Management Console”.
This has been a long running issue but has finally been resolved by the Microsoft Internet Explorer Developer Team.
Please note that this issue is now resolved by installing the latest cumulative security update for Internet Explorer, The fix was first included in security update 2618444 http://support.microsoft.com/kb/2618444
Information on the scope of this issue can still be found here KB 2624899 http://support.microsoft.com/kb/2624899
You can request the hotfix by visiting Microsofts website and searching for the following Knowledge Base article KB 2624899
Note: The hotfix is actually for Internet Explorer 9 rather than Microsoft Exchange but does actually resolve the issues with the Exchange Management Console not closing correctly.