Timeout on IE via a Proxy

Has anybody come across a timeout problem in IE when
navigating through a proxy? We have a client who every
now and again reports a 'slow down' in accessing our
site, sometimes timing out through IE. Unfortunately, the
problem is not consistent and most users are unaffected.
Does anyone have any ideas how to further investigate &
fix the problem? I am completely baffled!
Our configuration is as follows:

IIS 5 serving asp through ssl
SQL server 2k
web servers using wlbs
firebox firewall

Any help would be great!

Paul,

I think in this case the first step would be to enable the "time taken"
field in the IIS logs settings. Next step would be to parse the logs with
the IIS6 resource kit tool called LogParser.exe. You can verify whether the
problem occurs on IIS or outside IIS. A long time-taken will show up if the
problem is on the IIS machine. Below is a sample query that you can use
with the log parser. For additional information on the LogParser tool
please see the LogParser documentation.

logparser.exe "SELECT COUNT(time-taken) AS time-taken-count,
AVG(time-taken) AS time-taken-avg, MAX(time-taken) AS time-taken-max,
MIN(time-taken) AS time-taken-min, cs-uri-stem FROM ex031010.log TO Avg.txt
GROUP BY cs-uri-stem ORDER BY AVG(time-taken) DESC" -i:w3c -o:w3c -qn

Thanks,
Brian