Simple HTTP server problem (without proxy)

Hello All!

I have got following problem. I have implemented
 simple HTTP server which sends "Hello" to all requests.

HTTP/1.1 200 OK\r\n
Connection: close\r\n
Proxy-Connection: close\r\n
Content-Type: text-html\r\n
Pragma: no-cache\r\n
Cache-Control: no-cache\r\n
Cache-Control: no-transform\r\n
Content-Length: 5\r\n\r\n
Hello

If request goes from proxy my HTTP server works fine, but if it goes
 from the same computer without proxy server (http://localhost:81),
 then IE does not shows "Hello". It waits as if I did not sending replay.

What have I mixed in HTTP Headers? Why does not HTTP server works?

Best Regards,
Voronkov Konstantin