Relative links in IE change to absolute

I need to insert relative links into my text, because I use two virtual servers in my site, one for final browsing and one for editing (for security reasons), but both are the same server. I can do it with Mozilla, but IE changes the URL from relative to absolute link. It is better to me to show you this behaviour than trying to explaint it (I'm spanish, and it's hard for me to translate text to english).

These are the steps:
1.- Go to http://www.fckeditor.net/Demo/
2.- Insert a link of type "URL", protocol "<other>" and URL "hello/world.pdf".
3.- Press "Source" button to switch between source code and editor

There is no problem if you do it with Mozilla. With IE, the first time source it's OK, but second time, "href" tag is changed, inserting "http://www.fckeditor.net/fckeditor/editor/" before my relative URL.

Is it a bug or a "feature"?
How can I avoid it. My users use IE and it could be very difficult to change them to Firefox.

PD: Sorry for my bad english.