I was able to find a work arround for this problem.

My original IE request was like this:

var xmlhttp = new ActiveXObject("Microsoft.XMLHTTP");
xmlhttp.open("POST", URL, false);
xmlhttp.send(xmlRequest); -- some xml

I disabled the request user agent header by using to the folowing api:
xmlhttp.setRequestHeader("User-Agent","new user agent");

Now it is working fine. though I still don't know why I originally got the exception.