Just installed e2010 with SP1 - CAS/HT server. EMC will not close. Seems to be an IE9 issue, with mixed reporting of not having the issue and having the issue. If you have the issue, the fix appears to be uninstalling IE9. Of course, with the way IE is linked into the O/S, this route may result in other issues.
In my case, simply rebooting the server as a post-install action cleared the issue.