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To my understanding, it is rather the module's problem than IE's. Because I couldn't download the attached .jpeg files unless the fact that I use Opera7.2 at first. However I soon realized that my Opera was identified as IE6.0 since I'd made Opera return "MSIE6.0" as its User Agent.
Eventually, that did the trick. Thus I could download the attached pictures.
I don't know how this module works at all. But I suppose this module checks "the value of User Agent", and if the visiter's user agent is "MSIE", it returns the blank page. So the key of this problem seems to lie in "dowload.php" itself.