IIS needs Connection:Keep-Alive??

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I have an application that works on various versions of Apache on various
Unix flavors as well as Win32..  

I send an inline file on Post/get commands. The file is dynamic so I buffer
the output and send it in one blast. The size is rarely more than 500 to
1000 bytes.   Under IIS/PWS this does not work with IE. Needless to say, it
will work with any other browser just fine and dandy.

 I tried variations like sending a content-length as part of my headers. I
disabled chunked encoding (had to for IIS) but to no avail.   I sniffed the
output and compared it to Win32/Apache and found that IIS was sending a
"connection:close;"   If I add a "Connection: Keep-Alive;" as my last
header, everything works fine - BUT is this the right solution??  

I want my code to be as portable as possible. I can detect if I am running
under IIS or make it a config option, but before I run down that path, I
want to make sure that I am doing the right thing.   Any thoughts??  


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