I have an asp.net app. It has a page that requires authentication. The authenticated user can view the page because he/she is authenticated. The page makes a jQuery Ajax call to a WCF service. The WCF service checks that the user is authenticated via HttpContext. I have a user that is using WinXP and IE8. This user can authenticate to the page, but when the Ajax call is made from the page to the wb service, the user recieves my "session not authenticated" message on the page, generated by the service and displayed on the page. When I use the same OS/browser combo, the page and service work just fine, as expected; no errors.

What option in this user's IE settings would cause this behavior?