When you start the Exchange Management Console (EMC) on a computer that has Internet Explorer 9 installed, make a change, and then try to close the EMC window, the window doesn't close. You also receive the following message:
You must close all dialog boxes before you can close Exchange Management Console.
However, you can't find any open dialog boxes for Exchange Management Console.
Security update information
To resolve this issue, install the most recent cumulative security update for Internet Explorer. To do this, go to the following Microsoft website:
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
The Exchange Management Console checks for visible windows in its process before the console closes. This problem occurs because the hidden window of Internet Explorer 9 is considered one of Exchange Management Console's visible windows. For more information about software update terminology, click the following article number to view the article in the Microsoft Knowledge Base:
824684 Description of the standard terminology that is used to describe Microsoft software updates