When I try to run the Omnissa Horizon Client, I received an error that "The Connection Server authentication failed." What can I do?

When attempting to connect with the Omnissa Horizon Client, an The Connection Server authentication failed error similar to below can occur when the antivirus software running on the computer blocks the connection:

Temporarily disabling antivirus software, connecting with the Horizon Client, and then re-enabling the antivirus software will usually bypass this error. A good example is this solution for Webroot SecureAnywhere AntiVirus.