The "XPS documents" machine setting should be configured correctly for the Trusted Sites Zone.
enabled/disabled
Computer Configuration\Administrative Templates\Windows Components\Internet Explorer\Internet Control Panel\Security Page\Trusted Sites Zone\XPS documents
HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings\Zones\2
Microsoft Tool: Security Compliance Manager (SCM)
Microsoft Baseline: Internet Explorer 8
SCM URL: http://go.microsoft.com/fwlink/?LinkId=113940
Microsoft Security Compliance Manager (SCM) Baselines and Settings Packs
Microsoft