I'm experiencing something similar, currently running 4.0.3, but it's not related to downloading a file. Instead it's related to users getting "can not display web page" in IE and "connection reset" message when using firefox when opening the browser up and captive portal is attempting to redirect them to the authentication page or the "block-continue" page.
Has anyone noticed or seen this happen? I notice it only when the WMI polling fails to correctly identifty the logged on user (if it fails our setup defaults to captive portal to id) OR if the PC is logged in with an account that would be unidentified and sent to captive portal anyways. Has anyone ever seen this before?
Traffic and URL logs do not show anything odd. They either show the attempt as a block-continue or they truly show nothing since the request is being intercepted. Is it possible that the PA device is being overloaded so it's not serving the captive portal page and/or block-continue page?
Or is it something internal to IE8? Is this possibly related to the OP's problem?
We experienced similar issues a few months back and found the cause to be our URL blocking policies. In particular the blocking of the advertisements category. Pages were trying to load but were hanging because advertisement frames were being blocked.
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