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The problem lies in this "object".

_getWebRoot: function() {
/** Return directory of this relative to document URL. */

if (PL.webRoot != null) {
return PL.webRoot;
}

PL.webRoot = '../../../../'; //hotfix to the problem.
//derive the baseDir value by looking for the script tag that loaded this file
var head = document.getElementsByTagName('head')[0];
var nodes = head.childNodes;
for (var i = 0; i < nodes.length; ++i) {
var src = nodes.item(i).src;

if (src) {
var index = src.indexOf("lib/ajax-pushlet-client.js");
if (index >= 0) {

PL.webRoot = src.substring(0, index);
//alert(src.substring(0, index));
break;
}
}
}
return PL.webRoot;
},

It looks to me like IE 6 in some way doesnt get the path that needs to be specified in the webRoot variable.
The other browsers gets this variable from the method above, and in my case this variable was "../../../../".

I got a 404 error from the http request, which was hidden behind a pushlet died -2 error.
By setting the variable on top i created a hotfix to the issue.
However to check what your path is just uncomment the alert in there and try it with IE7 to get it.

I only get this bug when i try to add more functions within the page that uses XMLHttpRequest.
If i run the chat application standalone i do not get this bug. As you can test from www.puslets.com's chat example.