I am currently running Sharepoint 2010 on user machine with (Windows XP, Office 2003 and Internet Explorer 7) and the feature of SSO is fine. We can access Sharepoint and open Micorsoft document from Sharepoint without futher login.
Recently, we upgrade the user machine to (Windows 7, Office 2010 and Internet Explorer 9). I can open the Micorsoft document from Sharepoint without login but it will prompt the login dialog when I try to save the document.