We have come across an issue recently with the new version of the Citrix online plugin (now called Citrix Reciever). Installation of the Citrix Reciever software from the OSX App store is not sufficient to allow the downloaded ICA file to auto open. The result is, you install Citrix Reciever and login to the Citrix site only for the ICA file to download, but not open. This makes it look like Citrix isn't working properly.
The fix is simple:
First, you have to modify what Safari considers as a "safe" file. Ensure that in Safari's Preference panel that 'Open "Safe" files' is checked.
Next, download this zip file: https://www.jaytag.co.uk/wp-content/uploads/2011/08/Auto_Open_ICA.zip
Extract the plist (preferences file) from the downloaded zip file
Drag and drop the file to /Library/Preferences. (On OSX Lion, type library in the 'Find' box and double-click into the preferences folder)
Restart Safari
The ICA files should now automatically open, allowing Citrix to work as intended.