We have the same problem with ours at the moment (Server 2008,Win 7, IE8/9). I've tried disabling PROPFIND and OPTIONS requests in IIS, and adding our intranet site to the 'trusted sites' zone in group policy, but the problem still occurs. This is a problem only on the local network, apparently something to do with WebDAV authentication for sharepoint sites (MS assume all local intranet sites must be sharepoint). So a quick fix if your site has an external URL) would be to take your site's A record out of the internal DNS so that IE thinks it is external.