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