On a Citrix or Terminal Server you will want to disable autoupdate notifications of the flash player.

This can be done by creating a file mm.cfg in the folder where the flash ActiveX control is installed (normally C:\Windows\System32\Macromed\Flash).

Place the following line in this file (with a text editor like Notepad):

AutoUpdateDisable=1

Be sure to save the file with UTF-8 encoding, this can be selected in the Save As dialog in Notepad:

notepad utf8

Ofcourse you are aware that only certain Flash versions are supported (and optimized) in Citrix? At this time these versions are: 7a, 8, 8b, 9, 9c, and 9d.