I have an issue with my website and IE. I have a file Document.ashx that becomes a document from my database depending on the parameter passed in the query
It turns out IE8 can be made to accept fully-disabled caching, but it is very picky about the exact order of the headers. So instead of falling back to private (which allows certain caching and might not fit with your security needs) use:
Cache-Control: no-store, no-cache, must-revalidate
When specified in that exact order - first no-store THEN no-cache - IE8 will allow the file download without error. Be sure also that the Pragma header is NOT set.