Windows 2000, IE 6, XML and AJAX

I'm trying to work with the subject combination on a particular website that
I visit. Everything works well, until my actions cause a particular XML file
to be downloaded for IE6 execution. Then IE6 throws an error that says it
can't find the file which includes "[1]" in its name; for example
testfile[1].xml. The error message points to a temp file in the form
"testfile%5B1%5D.xml". The %5B and %5D are the [ and ] brackets. And IE6 is
right; the testfile.xml file does not exist in the temp folder, with our
without the square brackets, nor anywhere else on my system.

Somehow, IE6 thinks that it has downloaded testfile.xml, found an already
existing file of that name, appended the [1], and then tried to execute it
from the temp directory. But no version of testfile.xml exists anywhere on
my system!

I downloaded, separately, the offending file. In it are the AJAX delimiters.
No other xml file on my system has "AJAX" in it. These delimiters and the
contained code are proper, it seems to me who doesn't understand AJAX at
all.

When I try to open the file with IE6, Windows does not recognize the .xml
extension as connected to IE6. If I manually choose IE6 to open
testfile.xml, nothing happens, at least that I can see.

Is there some setting for Windows 2000 and/or IE6 that prohibits or confuses
just this one XML file that has AJAX code inside it?

Yes, I have ActiveX turned on. IE6 internet security is enabled (for this
test) for all xml-related choices.

This troublesome website works perfectly with FireFox.

I wish IE7 supported Windows 2000. Or is the problem still in IE7?

Help, please. And thank you.

Charlie