http://social.msdn.microsoft.com/Forums/en-US/windowsazure/thread/6bb7c28e-ec3f-493b-8146-cb66272a1ea3
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Исправить можно, выключив антифишинг в IE с помощью AD Group Policy.
Если новых возможностей нет (параметр про антифишинг тот же) сливаете темплейт отсюда http://www.microsoft.com/downloads/en/details.aspx?FamilyID=11ab3e81-6462-4fda-8ee5-fcb8264c44b1&displaylang=en импортируете его в Group Policy Management и пользуетесь на здоровье.