Two problems were identified:
1) Connecting to the Citrix client, my client was being prompted to download the launch file which then connected to the desired AMS view (full screen, 85% etc).
2) After logging onto Mercury’s website, client was unable to print Memos from the DMS / Personal memo section.
Both issues were resolved by adding the following addresses to the Trusted Sites:
http://mercuryinsurance.com/
https://secure.agentzone.biz
https://ams-afw.com