Under certain cases an error message pops up when using Internet Explorer for downloading an Office document or a PDF file via HTTPS, telling that "Internet Explorer Cannot Download". This happens if the web server is issuing additional HTTP headers pragma:no-cache and cache-control:no-cache to prevent the client from caching the website contents locally. If you can exclude trivial problems like wrong access rights and permissions, things may get complicated soon. This issue is documented at Microsoft's Knowledge Base, but there's just a poor workaround that doesn't really help you, especially when you're the webmaster and you just have to use the HTTP headers. This problem occured with IE6 first, but after installing Windows XP SP3 it could be reproduced with Internet Explorer 7 as well.
Here's a trick that helped, provided by Microsoft support (though I cannot guarantee that it helps in every case): save the following lines:
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings]
"SSLPragmaNoCache"=dword:00000001
"BypassSSLNoCacheCheck"=dword:00000001
"BypassHTTPNoCacheCheck"=dword:00000001
into a .reg file and import this into your client's registry - or insert these key/value pairs manually at HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Internet Settings at every client. Since this is a client issue there's no way to handle this problem centrally.
Basically this fix is a mixture of the solutions given in article Q323308.