Internet Explorer Enhanced Security Configuration (ESC) is an annoying but important feature. Browsing the Internet from a server is typically not a good idea. Best practice is to use a client machine instead of subjecting the server to the possible security risk that the Internet represents. The next best thing is to block all Internet traffic on the server and explicitly allow trusted sites through ESC.
Best practices and next best practices are great, but sometimes you have to do what you have to do. Turning off ESC is not recommended, but if you have to disable it, here's how.