IE Action Cancelled and Setting a Network Gateway Related?

Hi,
I've got a webserver with linux on one PC and with the "browser" PC (which runs Windows XP) I'm using IE to browse the webpages on the server. On my webserver I'm not using the default port 80 but actually a different port (1700) to serve up the pages and I've connected the pcs via a cross-over cable. I'm calling the "server" PC's pages by placing the http://[IP Address of PC A]:1700/ address in my IE address window on my "browser" PC running Windows XP pro. The pages are served fine however I've noticed that if I don't define a gateway for the network connection of my WinXP pc I first get the IE "Action Cancelled" screen (for 1 second) then I hear a "click" and the real webpage is served up. When a gateway is defined, I don't get the "action cancelled" screen (instead the page is white for about 1 sec and then the "click" and real page is served up). Now because I'm connecting via a cross-over cable I shouldn't need to define a gateway so I'm wondering if anyone knows why the "action cancelled" error appears in IE if a gateway is not defined. I think the webserver and linux machine are fine considering that setting or not setting a gateway causes the issue to occur and go away. Anyone have any clue or guesses as to why this is happening?

Thanks.