It would help if you gave a bit more detail. How are you doing preauth, through the url method or SOAP?
I've handled an issue that sounds similar to this. We put the zimbra interface in an iframe and used the url method to call it. IE choked on it because we were calling the zimbra interface from the IP address of the server. Since that IP didn't match the domain of the web server IE doesn't like it and won't accept cookies on the iframe, thus breaking the preauth.
What worked for us was we set the DNS for the zimbra server to be on the same domain as the web server we were preauthing from. So the web server is on
www.domain.com and zimbra is on mail.domain.com, this setup seems to satisfy IE and the preauth worked.
Hope that helps, if your issue is different, please provide more detail
