You may find that when user logs on for the first time, the Internet Explorer item meant to be pinned to the taskbar by Environment Manager does not show up.
When the local user's Windows profile is built, Active Setup will run. This part of the Windows local profile build causes ie4uinit.exe to be spawned which will delete the pinned item.
You can sidestep this issue by ensuring that the base profile you provide to your users (Default, Roaming or Mandatory) has registry values in to prevent Active Setup from running. You can reference our blog here for more information on how you can leverage Personalization to persist it once it is in place: