Defective Kit

The Internet Explorer Enhanced Security config is in not in your standard spot as in Server 2003.

1) Go to Server Manager
2) Select the root folder of the navigation pane for Service Manager
3) Click Configure IE ESC
4) When the dialog box shows up, enable / disable for users and admins.
5) The end

Alternate:
1) Go into Control Panel
2) Add/Remove Programs
3) Click Add/Remove Windows Components
4) Deselect Internet Explorer Enhanced Security Configuration
5) Go
6) The end