Error during installation of CE6 SDK

You get the error "ToolsMsmCA(Error): IHxFilters filter registration failure..."?

(complete error message:
ToolsMsmCA(Error): IHxFilters filter registration failure: Err = 0x80040305, Context = pFilters->SetNamespace( Namespace )followed by:ToolsMsmCA(Error): IHxRegisterSession transaction failure: Err = 0x8004036f, pRegSession->CommitTransaction()
)

There is a fix from Microsoft:

The installation only fails when the 'Internet Explorer Enhanced Security Configuration' is installed.
After uninstalling this package, the SDK installed fine.

Cheers,
Jürgen

(found this tip on MS web site https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=297756)