User cannot RSS with IE

One of my users cannot work with RSS feeds. The problem was originally noticed with Outlook (where we get error 0x800C0008), but we can reproduce the problem with Internet Explorer

• Calling any RSS feed URL in IE results in "The download of this feed was interrupted". We even created a dummy rss feed on a http web server in our LAN to exclude proxy or https-certificate problems - no change
• Other users (including newly created users) do not have the problem on the same machine (we are working with RDP)
• Resetting IE to default settings: The problem persists
• Deleting the roaming profile and having the problem user start with a fresh profile: The problem persists
• Making the user a Domain Administrator: Problem solved

Of course, making the user a domain admin is not an option. What can be the cause of the described behaviour? Per the experiment with a fresh profile, it cannot be personal settings; per the test as administrator, it cannot really be an interrupted connection (as the error message tries to suggest).

As I see you have a Windows Server 2008 R2 tag with the question, are you doing this on a Windows Server? If so, you can try to turn off the IE Enhanced Security for administrators and users and see if it helps. Here is a HowTo

Other options to try are to put the URL of the RSS feed into either Local Intranet or Trusted Sites zone, and see if that helps. Here are details.