Ok like I say I'm reaching here, just troubleshooting as I would. Remember this is a MMC, not an actual app. Can you actually run the MMC on the citrix server and manage devices? Are the citrix servers 2003 or 2000? Here's a way out reach but RIM does have an article for the client running on citrix, I would "assume" that the minimum requirements would also apply to using the Blackberry manager, so you may want to take a look and ask your Citrix admins.
http://www.blackberry.com/knowledgec...89978&vernum=6