Dell iDRAC 5 Virtual Media ActiveX plugin cannot be installed. When trying to install it Internet Explorer reloads the page and asks to login again. Usual tricks such as adding the site to Compatibility View list and Trusted Sites don't help.
In this case the resolution was to enable Automatic prompting for ActiveX Control option in IE Trusted Zone Custom options. Don't forget to add the site to Trusted Zone first.
Inernet Explorer 10
Dell PowerEdge 2950