XMLHttpRequest hangs on readyState 3

I realize this is a mozilla group and the problem I'm having is with IE
but I've looked around in this group for some time and you guys are
very sharp.  I hope someone can point me in the right direction.

I'm using the XMLHTTPRequest JavaScript object to fetch updated info
from the server.

The problem I'm having occurs on Windows 2000/IE 6.  There is a very
long pause on readyState 3 (close to a minute, maybe more) but it
eventually gets to readyState 4.  I have no idea why.  The page works
just fine on Windows XP/IE 6.

There is no delay or hang up on the server side as far as I can tell
(if we get to readyState 3 is because the server already sent its
response).

Does anyone know what takes place between readyState 3 and 4 and why
does this happen on Windows 2000/IE 6 but not on Windows XP/IE 6?

Any input will be greatly appreciated.

Here's the code for illustration purposes.

var xmlobj=null;
var data=new Array();

function sendRequest(doc)
{
   // check for existing requests
   if( xmlobj != null && xmlobj.readyState != 0 && xmlobj.readyState !=
4 )
   {
      xmlobj.abort();
   }

   xmlobj = createXMLHttpRequest(); //my own library function to create
object
   xmlobj.onreadystatechange=stateChecker;
   xmlobj.open('GET',doc,true);

   xmlobj.setRequestHeader("Cache-Control", "no-cache");
   xmlobj.setRequestHeader("If-Modified-Since", "Wed, 31 Dec 1980
00:00:00 GMT");
   xmlobj.setRequestHeader("Expires", "Wed, 31 Dec 1980 00:00:00 GMT");

   xmlobj.setRequestHeader("Connection", "close");

   xmlobj.send(null);
}


function stateChecker()
{
   alert( "stateChecker: xmlobj.readyState = " + xmlobj.readyState );

   if( typeof(xmlobj) != "undefined" && xmlobj != null &&
xmlobj.readyState == 4 )
   {
       if(xmlobj.status == 200)
       {
           data=xmlobj.responseText.split('\n');
           displayData();
       }
       else if( xmlobj.status != 0 )
       {
           alert("Failed to get response: "+ xmlobj.status + " - " +
xmlobj.statusText);

       }
   }
}

function displayData()
{
   //Dynamically re-draw page here.
}

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