KB Article 312546: Managed .exe File Sporadically Fails to Run over HTTPS

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KB 312546 says running managed executable through HTTPS may not work.

https://support.microsoft.com/default.aspx?scid=kb;EN-US;312546

This is causing some confusion. Exactly when things will not work?

Our core developer explains it below:

The reasons for HTTPS download failing we observed were:
* Setting "Do not save encrypted pages to disk" in IE
* Server sending "nocache" for SSL-encrypted data
* Server requiring authentication
* Expired/invalid certificate on the server

CLR and IE teams are not currently aware of anything fundamentally wrong with HREF exes over HTTPS