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The author wasn't sure if this was fixed in IE6.
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...But IE to non-IIS servers waste a packet at the beginning of each request-- and depending on how the server handles that illegal request, it might immediately RST it, or it might just time out... which would make the browser seem infuriatingly slow to connect to new websites.
The Full Article [grotto11.com]