Issue:
Internet Explorer keeps prompting you with the following error when you try to load the virtual media plugin:

The website wants to install the following add-on: ‘DRAC5 Virtual Media Active-X plugin’ from ‘Dell Inc’.  If you trust the website and the add-on and want to install it, click here…

You choose Install, but it logs you off.  You are prompted again and it logs you off.  Its a vicious loop.

Solution:
Add the DRAC IP to Local Intranet Sites.  If that doesn’t work, try enabling “Download unsigned ActiveX controls”.  Of course turn that option off once you get DRAC working.