After an upgrade to IE9, You are given a prompt to Open, Save, or Cancel the launch.ica connection file. But when you save the file you get a .partial file instead of the .ica file.
You can fix this with a change to how IE9 uses ActiveX filtering but the smart money is on just performing a Citrix client update.
Today the Citrix client is called a receiver, download it here: http://www.citrix.com/English/ss/downloads/index.asp
Here is a Citrix article on it. http://support.citrix.com/article/CTX129082