I\'ve got a Silverlight application that makes a cross-domain request. The clientaccesspolicy.xml file exists on the server I am making a request to and is correctly configured.
Despite the fact the Fiddler "fixes" the issue it would still be worth while getting this second individual to save a .saz file from fiddler for the successfull set of sessions and then for you to compare them with a successfull set you have from your own machine.
An analysis of the differences may reveal a potential cause when fiddler is not in place.
Another approach would be to use a network protocol anaylser such as Wireshark. The elimination of the proxy that Fiddler represents may be enough to expose the problem, of course such tool is much more technical.
This post is simply to catalog the solution for future users. Thanks to everyone who helped.
The actual problem turned out to be (just as EricLaw -MSFT- suggested) that the client's machine was zoning the request URL as Intranet and the Silverlight application as Internet, and I am not permitted to make requests across zones.
EricLaw's direct responses may be viewed in the comments under the original question.
The URL below (provided by Eric) contains information regarding the denial of cross-zone request, as well as solutions.
msdn.microsoft.com/en-us/library/bb250483(VS.85).aspx