[How Microsoft breaks TCP to make IE faster with IIS and slower with everything else][1].
"So IE to IIS servers will be nice and snappy, especially on subsequent connections after the first one. But IE to non-IIS servers waste a packet at the beginning of each request– and depending on how the server handles that illegal request, it might immediately RST it, or it might just time out… which would make the browser seem infuriatingly slow to connect to new websites… After all, eventually all clients will be Windows platforms running IE, and all servers will be Windows platforms running IIS. And then we can break all kinds of rules!"

[1]: http://www.grotto11.com/blog/? 1039831658