Yesterday I was at a customer where users were reporting that they were unable to open any Citrix application through the web interface. A popup would appear where the user is presented with two choices: Save or Cancel.
This is a common problem I find in new environments and most of the times this is caused by a policy:
Policy: Do not save encrypted pages to disk
Path: User Configuration -> Policies -> Administrative Templates -> Windows Components -> Internet Explorer -> Internet Control Panel -> Advanced Page
Value: Enabled / Disabled
When you change this policy value from “Enabled” to “Disabled” the option to open the ICA file will be available to the users.