I just found that internet explorer adds a traling slash (/) to the end of URL which is causing a problem. If I manually remove this slash, the link works fine.
How can I make IE and chrome not to put the ending slash to the URL. for some reasons, FF is not doing so and that is why it correctly opensup the report. chrome and IE both add the ending slash to URL which basically cause the broswer to look for a directoy rather than a file
If I can somehow fix this, the report will also get fixed