Microsoft have release an IE9 fix to resolve the interoperability issues with between Exchange 2007 and 2010 EMC. Great news (not that I ever get use EMC anymore, well at least that was until this announcement Future of /Hosting Mode).
Anyway back to the fix… Exchange 2007 or 2010 EMC might fail to close with "You must close all dialog boxes before you can close Exchange Management Console". The Exchange team have posted this on there blog with links to the fix, http://blogs.technet.com/b/exchange/archive/2011/10/17/a-fix-for-the-interoperability-issues-between-exchange-2007-and-2010-emc-and-ie9-is-now-available.aspx.
Daniel