I think it could be some setting in IE that needs to configured properly or maybe there is some conflict with some software installed on user's PC. We had this problem for a long time and it is very difficult to troubleshoot this. Any suggestions would be greatly apreciated.
Have either of you tried any of the Browser debugging tools that will give you a line by line explaination of the page load process to see if that helps. I have used these in the past for troubleshooting and while a bit difficult to interperet if you are not an html geek you can work through them with some patience.
The two that I use are IEWatch Professional (costs a little bit of money - around $60 I think) and then a great freeware tool called Paros. Paros requires that you enable a local proxy setting for a redirect to occur but it is full featured and free.
And just to finish the thread - there is HTTPFox for Mozilla.