Downloaded word documents and enable edit not working with forms authentication on IE11

I have a site with generates word documents for authenticated users.

A user user clicks on a link and downloads a word document using IE11. The document displays correctly, but is read only. When the user clicks on "Enable Edit", the browser trys to download the file again, but doesn't pass the session cookie back to the server. This causes the server to redirect the request to the login page and so the content of the word document is removed and is replaced with the login page.

There is no issue with other browsers.

Any suggests as to how to work round this issue would be appreciated?

Simon