When I launch IE from a Windows 2012 RDS server, I am seeing this message "Protected mode is turn-off for the local intranet zone". Click either "Dont show this message again" or "Turn on Protected mode".
I then enable enhance protected mode in a group policy: User Configuration/Windows Components/Internet Explorer/Internet Control Panel/Advanced Page.
After that, when I launch IE again, I still see that message.
Please advise how I could Turn on Protect mode for Local Intranet Zone and when a user login to the server and when launching IE, he will not see that message at the bottom.