Problem to open a .exe file in the File Download dialog box with IIS 6.0

Hi all!

I will be very very grateful to all the people that will give me a bit
of help.

- I've got an IIS 6.0 Web Server running with SSL 3.0 activated.
- I've got a link that have this syntax:
https://servername/foldername/foldername2/filename.exe

When I click this link, a "File Download" dialog box opens, with the
choice of open directly the file from his original location or I can
choose if I want to save this file to the disk.

When I choose to save the file, it works without problem, but when I
try to open direct this link, the copy file dialog appears and begins
to download this file, but a few seconds later this dialog window
suddenly closes.

I can't find the file in the temporary internet file folders, i have
tried a lot of different Control-Cache header on the Webserver but
nothing to do. I can't open this file and I must do it in this way...

I suspect that is a SSL problem because with a unsecure connection all
works perfect. The IIS server have the IIS Lockdown correctly
conifgured and normally also the urlscan.ini file should be ok.

So guys, you see my big problem, I hope you can help me!

Many thanks in advance for all suggestions, help and comments!

Best regards,

Alain