Yes - that's correct!
Follow the install guide instructions. Install DLPWCF - test connectivity. Check in HDLP 9.0 extension - when you browse to data protection -> DLP Policy or Manager - you will see DLP tool exe file asking your permission to run. DLP tool installs locally to each computer you want to access DLP Policy or Monitor window. That's by design!
- Amiya Bisoi
I struggled with the issue of being prompted for the Active X installation repeatedly. The issue ended up being that the I was launching the ePO Console session from within a 64-bit version of Internet Explorer. Once I switched to the 32-bit version of the browser, everything worked as expected. I hope this helps.