For those of you having problems with webpages popups containing forms (controls are greyed out) or authentication problems (cookies or session not keep between windows) their is a workaround for this!
As find on MSDN about the "Internet Feature Controls", security levels are predefined and in some cases they are set too high.
This can make webpages work weird in RoyalTS but great when viewed directly in IE.
If you have such problems, you can add these sites to the "Trusted Zone".
This will lower the security level applied when browsing it in RoyalTS.
Of course, be careful and only add really trusted websites (intranet & co)!
Thanks to Nicolas for this information!