Host to Client Redirection for Internet Explorer Doesn't Work

I received a request to setup host to client redirection for Internet Explorer for an existing XenApp 6.5 farm.  So, I created a XenApp policy and set host to client redirection to enabled and set the filter appropriately.  But, when I went to go test it, on one server it worked fine, but another server it did not work at all.  Below is how I troubleshooted the issue and ultimately found the answer to my situation.  Hopefully this saves someone some hours.

Step 1:  Verify XenApp policies

In Citrix AppCenter:

1. Navigate to Citrix Resources\XenApp\[farm name]\Policies
2. Click on the "Users" tab
3. Create or modify a policy
4. Make sure "Host to client redirection" (found in ICA\File Redirection) is enabled
5. Make sure your filters are set appropriately

Step 2:  Verify that XenApp policies are being applied

In Citrix AppCenter:

1. Navigate to Citrix Resources\XenApp\[farm name]\Policies
2. In the "Actions" pane click on "Run the modeling wizard"
3. Go through the wizard, selecting a test user and the problematic XenApp server to make sure the policy is being applied

In the registry for the test user:

1. Navigate to HKLM\Software\Wow6432Node\Policies\Citrix\[session id of test user]\User\UXPolicies
2. Verify that AllowServerFTA is set to 1

Step 3:  Verify the HTTP registry key is set correctly

In the registry:

1. Navigate to HKCR\http\shell\open\command and HKCR\https\shell\open\command and verify the default value data is set to:
1. "C:\Program Files (x86)\Citrix\system32\iexplore.exe" "%1"

Step 4:  Verify there are no user specific conflicting registry settings

In the registry:

1. Navigate to HKCU\software\microsoft\windows\shell\Associations\UrlAssociations
2. If the key exists, this is most likely the issue
3. Backup the registry key and delete it
4. Log off your user session and then log back in and try clicking on an Internet link

Step 4 was the answer to my issue.  At some point, and not sure when, a software installation or some customization created the key which caused IE to not launch as specified in step 3.  Since this is a per user setting, I used Active Directory group policy preferences to delete that key for each user when they login.

Please note, you follow the above steps at your own risk.