Fascinating analysis of IE at the packet level: The client doesn't FIN, and the [IIS] server doesn't ACK. In other words, the connection is kept "half-open" on the server end. The reason for this? Why, to make subsequent connections from IE clients faster. If the connection isn't torn down all the way, all IE has to do is send an HTTP request, with no preamble-- and the server will immediately respond. Ingenious!