Do these users have a proxy server configured? If so add EV server to bypass list in IE.
As this issue is user specific rather than server specific there is going to be deinately a setting in IE that is different. Log on a user with the issue onto a machine that does not have the issue, does the issue still occur?
Log a user who does not have the issue onto a machine where a user has the problem, does the issue occur?
(Ensure the users you are testing with do not already have a cached profile on the machines you are testing them with - Also you need to ensure not using roaming profile for this test or rename them for testing etc).
You can now identify if this issue is machine specific or user specific. My hunch is it is will be user specific in which case you need to really check everything carefully set in IE as it is highly likely to be some ME IE security setting somewhere.