Internet Explorer - Unable To Download File

In our ASP.NET web site we have developed an aspx page that allows the user to download a file. The file path is sent as a parameter and then the file contents are read and written to the response stream. The code that we have used is the following:

string filepath = HttpContext.Current.Request.Params["FilePath"];
Response.Clear();
Response.ContentType = "application/octet-stream";
Response.AddHeader("Content-Disposition", "attachment; filename=" + Path.GetFileName(filepath));
Response.TransmitFile(filepath);
Response.Flush();

Everything works as expected in our development environment, but when we use this piece of code in our production server, we noticed that when trying to download almost all kind of files, nothing happens in the browser. It just opens a new window for that aspx page, but then it gets closed almost inmediately. It is very weird since we have tried downloading .pdf, .doc, .xls, .txt and image files with no luck, except with some (not all) .msg files.

We have being looking for a clue sniffing the HTTP traffic that reach to the browser with Fiddler, but we have seen nothing strange. In all cases the file contents are sent to the browser with no differences, so it seems that it is the browser doesn´t show the open/save/cancel dialog. Here is a sample of the headers received in the browser with a failing file:

HTTP/1.1 200 OK Proxy-Connection:
Keep-Alive Connection: Keep-Alive
Content-Length: 421395 Via: 1.1
IBISA01 Date: Wed, 26 Jan 2011
12:02:54 GMT Content-Type:
application/octet-stream Server:
Microsoft-IIS/7.5 Cache-Control:
private Content-Disposition:
attachment;filename=P08-0656 Interflex
Especificación Inteface SGA ERP
Version 0.1.pdf X-AspNet-Version:
4.0.30319 X-Powered-By: ASP.NET

And these are the headers of a file that can be downloaded:

HTTP/1.1 200 OK Proxy-Connection:
Keep-Alive Connection: Keep-Alive
Content-Length: 290816 Via: 1.1
IBISA01 Date: Wed, 26 Jan 2011
12:03:29 GMT Content-Type:
application/octet-stream Server:
Microsoft-IIS/7.5 Cache-Control:
private Content-Disposition:
attachment;filename=Acalaracion final
Fichero ascii proveedores
Interflex.msg X-AspNet-Version:
4.0.30319 X-Powered-By: ASP.NET

In all cases, the full contents of the file appear after the headers with apparently no problems related to encoding. We are wondering if there is some possibility to debug or trace the Internet Explorer activity to see why is rejecting to download the files. The web server has Windows Server 2008 R2 and IIS 7.5. The browsers that we are using are IE 8.0 over Windows 7.