There's a hotfix for a similar issue from Microsoft:

http://support.microsoft.com/default...b;EN-US;884764

And it's definately worth reading the comments for:

http://bugs.php.net/bug.php?id=25863

Most people are saying the problem occurs with subsequent HTTP requests (over the same TCP connection) so the connection: close header solves their problems. This can also mean that images loading on a page will use the same TCP connection causing this problem.