What version of Internet Explorer is this happening with? And what version of Windows?
I don't know.
It arrives at several of our customers. They have other things to do that to verify this kind of thing. Especially that before with Sendnow it worked very well. Thus for them, to solve this problem and not to them.
This sounds like a known issue that has affected Internet Explorer users for some time.
Could you ask your customer to look for the "Do not save encrypted pages to disk" setting in IE and uncheck it if it's currently checked.
This tech note from Microsoft has more information about the problem.
Hope that helps.