Resource.axd

When we open Reports from Cognos in Sharepoint a prompt opens asking the user if he wants to download the unknown file type resource.axd.

This happens with IE8 but not with any other browser. The IIS7 seems not be the issue because then every browser would have this message. However, I do not find anything in the Internet Options in Advanced or the Trustes sited which does not mean it cannot be in there.

Please let me know if you have an idea.