I came across this issue recently at a client site. I installed System Center Operations Manager SP1 on a Windows 2008 server. I had followed the guidance given on
Walter Chomak’s blog to choose the roles/features required to support OpsMgr.
All was working fine until I tried using the web console. I was getting an error which seemed to indicate I had a browser issue:
When I added CGI support to the Application Development Role Service on my RMS the web console page came up fine on my client machine. W00t!

