I recently posted about this issue: CertEnroll control won’t work when hosted inside a frame/iframe in IE8. I already mentioned that this was an issue on Windows 7 / Windows Server 2008 R2, and proposed a few ways to work around this issue. Well, I have good news!!! We have already released a public fix on this: The CertEnroll control does not work in Internet Explorer 8 on a computer that is running Windows 7
I hope this helps.
Alex (Alejandro Campos Magencio)