If you try to open in the browser: http://www.domain.com/box/close.png
Firefox: allows to open ok
IExplorer: blocks again, when it was suppose to allow.
You should convert that BMP into a web graphics format so that browsers other than Internet Exploder can display it and so that it doesn’t take thousands of times longer than necessary to download.
Sounds to me like a caching problem in IE, since IE has no influence over what the webserver does or doesn’t allow. Have you tried clearing your cache?