I'm not sure if this bug is still relevant, but if it is, would you care to get developer access [1] and submit a patch via Gerrit, our code review tool? It would be really great to get this fixed, as it's almost certainly something that affects multiple people.

If this is no longer a bug, either resolve it or reply here saying it can be resolved. Thanks!

[1] http://www.mediawiki.org/wiki/Developer_access

Pål: Any place where one could test this?
Which IE version is this about? Which MediaWiki version nowadays?

The line in the source code nowadays (1.21) is:
// Stream the requested file
wfDebugLog( 'img_auth', "Streaming ".$filename."." );
$repo->streamFile( $filename, array( 'Cache-Control: private', 'Vary: Cookie' ) );

I also found http://stackoverflow.com/questions/6491789/http-headers-controlling-cache-and-history-mechanism for some basic background info.

Umm, what is the error in question?

Pål not answering; comment 1 to comment 3 unanswered.
Unfortunately closing this report as no further information has been provided.

Pål: Please feel free to reopen this report if you can provide the information asked for and if this still happens. Thanks!