I'm thinking it has to do with the ole IE XML plug-in that was in use before XML parsing was added to IE.

Except I don't have that plugin on my work system, and I get the same behavior at work. Or, at least, that plug-in isn't listed in Add/Remove programs on my work system. And for that matter, I don't know what it's doing on my home system because I'm sure I built that home system (fresh-installed Win2K) post-IE6 and wouldn't have needed to install it.

Also, when I use the API call "URLDownloadToFile" which should just grab whatever's at a given URL and save that to a file (no parsing or redirecting), I get an error return instantly (the one I listed above), without any parsing going on.