With the release of the new 12.0 Online Plug-in for windows client, Single Sign On (SSON) might not work as it did in previous releases. As a result, SSON appears to not be configurable in the 12.0 client. This issue only affects customers using the Web Client and Web Interface; it does not affect Program Neighborhood Agent users. Citrix is working on a permanent solution

A temporary solution from Citrix:
Apply a regkey+add the webinterface to the clients trusted sites in the Internet browser.

Download the regkey here http://support.citrix.com/article/CTX124871