You may be asked to install 2 ActiveX Controls when you log in. (If they are already installed you won't be asked)
One of them is a universal printer driver and the other is the Remote Desktop Web Connection. Click on the Install Button.

Examples of the dialog boxes you might see are reproduced below.
Or Look at the top of the page, there may be a yellowish bar across the screen. It says 'To help protect your security, Internet Explorer blocked this site from downloading files to your computer. Click here for options...'