One suggestion I have is to edit the headers function of the uc_file.module as per this comment:

http://www.ubercart.org/forum/support/4303/how_user_connects_their_file_...

It's basically changing the headers sent to the browser to be public and cacheable. I think this is mainly a browser issue and has only been observed in IE, but it's worth a shot and shouldn't have any side effects.