blank certificate selection box when closing Word

We download a Word document to the server's cache and then stream it to
the client to open and view. We delete the cache after client opens
word.
Upon selecting to close the word on client machine, we are prompted to
select a certificate and this window is empty. When we click on cancel
or ok, it prompts us 2 more times and then dissapeared.
The don't prompt for client cert option is disabled and security folks
do not want to enable it for some reason.
Any idea?

Thanks

Erol