I am willing to bet this problem is only with this user's configuration (OS, browser, firewall, router, etc)
To troubleshoot I would ask them to install an alternate browser such as Netscape, and have them test your "test page" out with NO modifications or tinkering with NS at all. If he already has NS installed I would install something else. If this works with NS then you know its a windows/IE issue. If it doesnt there may be some software (or even router firmware) messing around with things.
I know this is alot of work but hey, you can go the extra mile to prove your code is ok...
OR you can tell the user that nobody else is having this problem and to stop messing with his configuration. 😉 Personally I would take the former.