MSIE download troubles

[Martin Eggen]

Hi,
I have a pretty standard nginx reverse proxy set up, nginx 0.6.31 terminates SSL
and forwards requests to application server.

Said application (portal) has some files available for download, Internet
Explorer fails to load these, for some reason I haven't figured out.
Explorer gives the error "cannot download file (..) The requested site is either
unavailable or cannot be found". However, there are no errors in the logs, and a
dump shows that Explorer indeed loads the entire file (but fails to open it
properly).

Other browsers work without problems, and Explorer loads and opens the files
perfectly if requesting them directly from the portal (bypassing the proxy).

My config contains the following:

sendfile on;
keepalive_timeout  65;
gzip off;
client_max_body_size    10m;
client_body_buffer_size 128k;

Any hints how to please IE? 

regards,
Martin