Is this an IE oddity or ...?

Setup:
NW 5.0 Sp 6a
BM 3.0 Sp 3
PIII 800 mhz with 512 Mb ram

Using Internet Explorer 6.0 Sp1 on Windows 2000, Sp3 and accessing
amazon.com takes over 10 seconds to first load (if at all sometimes)
and
then when we try to do a search from the front page, get the
following:

"The page cannot be displayed
The page you are looking for is currently unavailable.
The Web site might be experiencing technical difficulties,
or you may need to adjust your browser settings."

If I disable filtering and bypass the proxy, it works just fine and it
works
much, much faster too.

This only happens with IE in windows. The search works fine with
Netscape
on Win200 or Netscape on Linux. )By far the fastest combination is
Netscape
on Linux)

Has anyone run into anything similar in the past?
Any suggestions as to what to look at on the proxy side or the windows
side?

I'd love to be able to move everyone to Linux for web browsing but
alas,
it's those darn business apps....

Thanks in advance for any tips.

Ed Kasky
Los Angeles, CA
.. . . . . . . .
"When you reach the crossroads, take it." - Yogi Berra