I've run into a really annoying IE issue. I have a cgi-script running over SSL protected by basic authentication that returns an XML document. IE refuses to let the user save it locally.
There is a setting for "Do not save encrypted pages to disk" which is not checked. It works fine if I disable SSL. The extra annoying thing is that if you have a file named the same it will ask you if you want to replace it and then not do anything, without even causing an error or warning.