IIS 4.0 and proxy 2.0

I have installed IIS 4.0 and proxy 2.0 but when we install the clients like http://servproxy port:80 the Browser (IE5) it presents the box dialog of donwload files.
When they are connect the server by the browser they try to download some file as if the port 80 were associated to a ftp. Why this situation is presented? Why this behavior? How I can verify the configuration of the ports?
Thank