I got this error , while running selenium script for Internet Explorer 9.
Exception in thread "main" org.openqa.selenium.WebDriverException: Unexpected error launching Internet Explorer. Protected Mode must be set to the same value (enabled or disabled) for all zones. (WARNING: The server did not provide any stacktrace information); duration or timeout: 193 milliseconds
There is a bug report discussing this issue: http://code.google.com/p/selenium/issues/detail?id=1795
If you turn ON protected mode in ALL Internet Explorer Zones (Security Tab in IE settings) I believe the issue is resolved.