Vista - New windows, different zones and SSL protocol.

In a computer with Vista and Internet Explorer 7, following a link to
an https page with SSL protocol. opens a new window. (Or visa versa)
This is because websites that are in different security zones must
open in different windows.

If protected mode is turned on in the Internet Zone and off in the
Trusted Zone, you will get this behavior. I believe that's the default
setting in Vista. And if you turn on Protected Mode for the Trusted
zone, this will allow sites from different security zones to open in
the same window/tab.

Apparently however, there is another way to prevent the new windows
for SSL pages even for computers that still have the default setting.
For example this behavior can be found on http://www.cigarsinternational.com

If you go from http://www.cigarsinternational.com/order.asp to
https://www.cigarsinternational.com/...cess_order.asp it does not
open a new window, even if protected mode is turned on in the Internet
Zone and off in the Trusted Zone.

Anyone know how this is done ? I don't see anything obvious in the
code that would address this problem.

I would think that by definition pages with and without SSL are in
different security zones, but is it possible that the two pages are
actually in the same zone even though only one has SSL ?