Just ran into the issue on a system. This was for a vCD console session. I did 2 things. 1) I logged into the vSphere server and installed the vSphere / vCenter VMRC plugin and was able to get the message to go away (located on the login page). However, the status of the console session stayed in a connecting state and nothing would display when logged back in to vCD and attempting to admin a VM from the console. 2) I then added the vCD base url to the trusted sites in IE10 and now am able to connect to the VM console.