Was working on DELL PowerEdge 2950 server via iDRAC 5 console using Internet Explorer. To get into DELL RAID console you have to press CTRL + R during initial boot stages. Unfortunately CTRL + R is also a shortcut to refresh IE webpage. So instead of passing CTRL + R combination to the console, IE refreshes the page and connection to console is lost. 

After little experimenting I found that easiest way to resolve the issue is to open iDRAC console in Full Screen. To do this simply click View > Full Screen in iDRAC console top menu. This will also allow to send other key combinations and function keys, such as F11, etc.

If your console top menu is not working check this article.

DELL PowerEdge 2950
iDRAC 5
IE 11