This is an answer, not a question, but figured it might come up for someone else.

Smoothwall Guardian 3, using Kerberos auth (which I think is relevant)

If a user switches their Hotmail to Outlook, it suddenly breaks - the page loads, but no CSS/images/etc. If you want it working again, you need to add a.gfx.ms to your Authorisation Exceptions list, and all will be well.

Doesn't seem to be an issue with NTLM (ID) - because when I was trying to work this out, I found out that Fiddler2 doesn't pass the Kerb auth through, so switched myself back to NTLM, and then couldn't repro.

Hope it saves someone else a bit of faff!