Hi Kevin and thanks for these explanations.
Just to confirm that this is an Internet Explorer bug only. I created a very simple html file containing 2 links:
<a href="http://myDomain.com/testMultipleExtension.1.dll">Link text</a>
<br/>
<a href="http://myDomain.com/testMultipleExtension.1.dll?guid=123312123">Link text2</a>
Using Internet explorer, the downloaded file is named 'testMultipleExtension.1.dll' for the first link (correct behaviour) and is named 'testMultipleExtension.1[1]' for the second link. This does not happen when using Chrome or Firefox (ie the file is well named in both cases).
So appending parameters to a download link in Internet Explorer causes a file having a double extension to be renamed.
Thanks anyway for your support.