You must close all dialog boxes before you can close Exchange Management ConsoleThis error appears even though you don't have any dialog boxes open. It has also been reported in some other management tools. A fix has finally been released.
Wednesday, November 23, 2011
Exchange Management Console Won't Close
If you have installed IE 9 on your Exchange 2010 server (possibly also Exchange 2007) then you may get an error when you attempt to close the Exchange Management Console. The error is dependent on what you've looked at in EMC while you had it open. The error is: