MS Cert Server and XP Pro WS

I have installed MS Cert Server on a 2000 Server as a stand alone Certificate Authority in a large LAN environment. It works on all PC’s (Win95, 98, NT and 200) except SOME XP PC’s. It hangs during the DOWNLOADING ACTIVE X when requesting the certificate via browser. I thought it was an IE6 issue, but 1 XP proved me wrong. I have compared all of the IE settings between working/nonworking XP PC’s and cannot find the difference. What would keep 1 XP PC from downloading ActiveX and why is it timing out trying the find the CA? I will appreciate any suggestions, we hit a blank wall.