IWebBrowser2 Navigate2

We've written a program that as one of the subfunctions launches a webpage using the IWebBrowser2 Navigate2 command. The URL that it launches downloads a secure virtual private network netlet to allow the users to access a private system. It normally works fine but we've encountered a few users who seem to be blocked from downloading the netlet. If they type in the same URL manually in IE they can get the netlet just fine. So my question is, what is different about launching a URL using Navigate2 vs typing it in IE and hitting enter? Thank you for your help.