It's not a connection-error, since I can do "View Source" and see the entire page!
Turns out it's an old bug (I've found references to it from 2004!) in MSIE, stemming from something going wrong in the DOM manipulations. Basically, if you do something like modify the innerHTML of the body, or use innerHTML to insert elements into the document before the page has finished loading, this will happen.
The solution: do the modifications after the "onload" event has fired.
References:
http://channel9.msdn.com/wiki/default.aspx/Channel9.InternetExplorerProgrammingBugs
http://peterjanes.ca/blog/2003/12/03/hulk-smash/
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