Internet Explorer does not support http vary header

It was always assumed, but I just saw this quote from Microsoft:

Internet Explorer does not fully implement the VARY header per Requests for Comments (RFC) 2616. The Internet Explorer implementation of VARY is that it does not cache any data except for Vary-Useragent

Internet explorer cannot open the internet site: operation aborted

During an integration with a third party provider we were unfortunate enough to get the error

Internet explorer cannot open the internet site http://localhost: operation aborted

Yes, we have read http://support.microsoft.com/kb/927917 and did move the 3rd-party's script to be just before the </BODY> tag but to no avail.

After a long and hard effort by this provider they pointed out that while the view-source indeed looked like the script is just before </BODY> when looking at the DOM itself (they used Dominspector, I used the IE Developer Toolbar) it showed that the script was inside a <DIV> element.

As it turns out there was some code on the page that wrote an unclosed <DIV>. This made IE "fill in the blanks" and guess (wrongly) where it should place the closing </DIV> Fixing this javascript made the error go away on most pages. But not all.

I found out that the broken pages used some JQuery plugins (tooltips, jqmodal, etc.) to produce fancy decorations and effects. These scripts attached to $document.ready and did $('body').appendTo(...). This effectively added a couple of items to the DOM between the 3rd-party script and the </BODY>. I am still not quite sure why this should cause IE to choke but since we have a tight schedule we simply changed those scripts to add their stuff to some other elements. This indeed solved out problem.

They funny (or maybe sad) thing was that on Firefox we did not get any error but the page simply disappeared. Chrome worked just fine.