Are you sure that these are from clients and not wrongly formatted attempts at using your server for proxying f.i.?
Yup. I was able to reproduce it on one of my boxes which doesn't use proxying at all.
FWIW, I added this line inside the Apache virtual host for our SSL site, and the problem seems to have gone away:
SetEnvIf User-Agent ".*MSIE.*" ssl-unclean-shutdown
- Colin
