Hello,
is this an IE-only issue right?
Your case is similar to this one: http://www.lightstreamer.com/vb/show...nal+deployment
In that case the domain was equal to the host of Lightstreamer server while in yours the domain is equal to the host of the web server.
This is a known issue, you should change the way you access your web and push server in a way that them differ from the domain setting.
Hope That Helps.