We've tracked down the problem and have a fix out for it. IE users should now be able to download the Copilot clients once again.
The problem was due to a known issue in Internet Explorer that does not support downloads over SSL if the Cache-Control header is set to no-store or no-cache. More information can be found from Microsoft:
http://support.microsoft.com/kb/323308
http://support.microsoft.com/kb/812935
We did not catch this during our testing because our test servers were not running SSL. In the future we will add this check to our tests.