Upload Failed You are required to sign in to upload your changes to this location

I checked out an Excel file from a SharePoint 2010 document library.  After the Excel file had been checked out, I proceed to edit it with Microsoft Excel 2010.  I saved the Excel file after editing but when I tried to check in the Excel file, it failed!

The error message is Upload Failed You are required to sign in to upload your changes to this location.

Clicking on the Sign In button did not work.  The Upload Center icon flashed a message notifying the upload failed.  Clicking on the icon sent me to the Upload Center showing the upload failed.  The Resolve button did not resolve the problem either.

Now if I bypass our proxy server which is running Squid 3.1.6, I do not encounter the problem.  So Squid is probably breaking the authentication.

After using TCPView and WireShark to gather some information and some trial and error, we figured out pipeline_prefetch was turned on in the squid.conf and it was causing the problem.  We turned off the pipeline_prefetch and it resolved the problem.