Thanks, andyc (again), ixion, and MisterE. Actually, I can't even get to the non-PDF puzzle (you know, with the link for the printable version); that's what makes it shut down. It really is strange that it only happens with this site.
It just occurred to me to try it on my old PC, though it also runs Windows and has the same version of Explorer, and it worked perfectly! Curious. Thanks for all the advice.
No significance in the arrow, aristo. I'm pretty sure I get it in all the AZEDs that I print off. I've also got a rogue grey line to the left of the grid.
The problem is almost certainly the Java plug-in, which is invoked as soon as you click on the Azed link at the Guardian site. Make sure your plug-in is the latest version, not corrupted, and has permission to run in IE9. Hope that helps.
@ Cornbrash: You seem to know your way around technically -- I certainly don't. I'm the guy Sudokulover mentioned earlier with the problem that in France at midnight British time Azed now takes ages to appear, wheredas I understand in Britain it's available immediately. This is presumably a quite different problem: my copy is perfect when it eventually appears. Can you suggest any explanation, even if there's no way of improving things? I've heard very different theories from different "experts"!