Default Dynamcis AX 2009 using Citrix terminal server client to connect using the input terminal server, if the server is not installed their own custom input methods are less convenient. The following code can be saved as a CMD file, execute on it.
@echo on
cd %systemroot%
cd \
cd \program files\citrix\ICA Client
wfica32.exe /localime:on
exit
@echo on
cd %systemroot%
cd \
cd \program files\citrix\ICA Client
wfica32.exe /localime:on
exit
@echo on