Default browser opens to msn.com when logging into Windows Server

I installed a fresh Windows Server 2012 R2 Standard with GUI instance on a VMware VM. The first time I logged in as Administrator, I noticed an Internet Explorer window automatically opened to http://go.microsoft.com/fwlink/p/?LinkId=255141 and redirected to http://www.msn.com/?ocid=wispr. This seems to be the default Internet Explorer Start Page.

This has continued - every time I log in as Administrator or any other user, this page opens.

Later I installed Firefox, and now Firefox opens to this same page on login (which is the default Internet Explorer Start Page, not the Firefox homepage!).

I've checked the Programs Menu Startup folders for Administrator and all users, and used Sysinternals Autoruns to look for something, all to no avail. There doesn't seem to be anything that should be launching IE on logon.

This was a default install of Windows Server with GUI on a network with very limited (whitelisted) outbound Internet access. In fact, msn.com isn't on the whitelist so I never see the page, only the message from my firewall that it's blocked.

I cloned this VM to a couple of other VMs and they exhibit the same behaviour.

The only hits I can find for this sort of problem involve spyware on desktop machines or shortcuts in the Startup folder. It's a mystery to me.

I've even gone through the registry and removed all four references to LinkId=255141:

• HKLM\Software\Microsoft\Internet Explorer\Main: Start Page and Default_Page_URL (changed both to about:blank)
• HKLM\Software\Wow6432Node\Microsoft\Internet Explorer\Main: Start Page and Default_Page_URL (changed both to about:blank)