Ok, I know more:
I have to ns_set idelkey [ns_conn headers] "Last-Modified" to force ns_returnfile to not ignore the status code of "200" I call it with. When I do it, Int. Explorer always receives the images with ns_returnfile - I validated this with Ethereal.
BUT! this §&$&§& IE does not render them.
I give up. Never try to understand your computer.