I'm not sure how old the versions are that cause this problem, but things worked fine when I tested it with IE 9. The gzip Wikipedia page indicates that 6, 7, and 8 don't support it. An effective workaround is to have customers who run into this issue right click on the links and pull down to "Save link as," or "Save target as." For now, including a sentence about that in the purchase e-mail should be sufficient; I'll see if I can put in that feature request for W3 Total Cache.
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