IE requesting partial URL if IP address specified - microsoft.public.windows.inetexplorer.ie6.browser

Message from discussion IE requesting partial URL if IP address specified
Path: g2news2.google.com!postnews.google.com!e64g2000cwd.googlegroups.com!not-for-mail
From: jasonatkins2...@hotmail.com
Newsgroups: microsoft.public.windows.inetexplorer.ie6.browser
Subject: IE requesting partial URL if IP address specified
Date: 30 Oct 2006 04:37:21 -0800
Organization: http://groups.google.com
Lines: 19
Message-ID: <1162211841.475555.100850@e64g2000cwd.googlegroups.com>
NNTP-Posting-Host: 213.146.158.150
Mime-Version: 1.0
Content-Type: text/plain; charset="iso-8859-1"
X-Trace: posting.google.com 1162211847 24495 127.0.0.1 (30 Oct 2006 12:37:27 GMT)
X-Complaints-To: groups-abuse@google.com
NNTP-Posting-Date: Mon, 30 Oct 2006 12:37:27 +0000 (UTC)
User-Agent: G2/1.0
X-HTTP-UserAgent: Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; .NET CLR 1.0.3705; .NET CLR 1.1.4322),gzip(gfe),gzip(gfe)
X-HTTP-Via: 1.1 Clearswift Web Policy Engine
Complaints-To: groups-abuse@google.com
Injection-Info: e64g2000cwd.googlegroups.com; posting-host=213.146.158.150;
   posting-account=q_caYQ0AAACaRMV_g5A8eyKbnKRNZpl7

I am attempting to access a local web page via a proxy server.

If I attempt to connect to the page using the servername (FQDN or
non-FQDN), the initial GET request from the client IE browser clearly
specify the fully resolved url of the page I want. For example:

GET http://myServer/myPage/Page1 HTTP/1.1

If I attempt the same thing using the server IP address, the initial
GET request from IE does not contain the fully resolved url of the
page. For example,

GET /myPage/Page1 HTTP/1.1

If I repeat these steps using Firefox, I always get the fully resolved
url regardless of using IP or servername.

Why do I get this problem with Internet Explorer only?