There is a problem in MSIE 5.5,6 with regards to Page compression. Users might experience pages not loading completely, or just a blank page.
This articles you are looking for is what you're looking for:
Microsoft Knowledge Base Article - 312496 (for MSIE 6)
Microsoft Knowledge Base Article - 313712 (for MSIE 5.5)
It states that you should upgrade to the latest MSIE Service Pack to fix the following problem:
Internet Explorer May Lose the First 2,048 Bytes of Data That Are Sent Back from a Web Server That Uses HTTP Compression