Internet Explorer 5.0 is not configured properly to download files in secure mode (https).
You will see the following message:
Internet Explorer cannot download my_file.xls from www.my_site.com.
The file could not be written to the cache.
To configure Internet Explorer properly, you need to set the Do not save encrypted pages to disk option. Here is how you do it:
Go to the Internet Explorer Tools menu
Select Internet Options...
Select Advanced tab
Scroll down to Security
Check the Do not save encrypted pages to disk option
Note that this problem only occurs with files which require an external viewer, e.g. Word, Excel, or PDF. It does not occur with images and html that are viewed with Internet Explorer itself.