Internet Explorer 7 & 8 download stylesheets twice if the protocol is missing (also called protocol relative URLs).
This test page demonstrates the problem.
It contains a stylesheet, an image, and a script that all have protocol relative URLs pointing to 1.cuzillion.com.
The stylesheet is downloaded twice, but the image and script are only downloaded once.
I added another stylesheet from 2.cuzillion.com that has a full URL (i.e., it starts with .http:.).
This stylesheet is only downloaded once.
See my blog post for more information: 5a Missing schema double download.
Credit to Stephen Lamm, my officemate, for discovering this one!