Apparently, Internet Explorer had some weird behaviour when downloading .gz compressed files: it downloaded the complete uncompressed iso file, making it look like your browser kept downloading infinitely.
What it did what it did was a behaviour by Apache design, but very annoying:
It seems that the default config of Apache 2 on Mandrake has the next lines in its config,
with the following comment:


    #
    # AddEncoding allows you to have certain browsers (Mosaic/X 2.1+) uncompress
    # information on the fly. Note: Not all browsers support this.
    # Despite the name similarity, the following Add* directives have nothing
    # to do with the FancyIndexing customization directives above.
    #
   AddEncoding x-compress Z
   AddEncoding x-gzip gz tgz


Damnit, bastards. Why the hell would I want to use more bandwidth than necessary? Why
do I bother compressing files then?  Instead of transferring 24,9 mb, it transfers 54,6 mb.


Anyway, I commented out those two lines and it downloads as it should now: COMPRESSED…