This is really a job for a protocol analyzer running on either the server at $PM_ADDR or on the client, or, preferably, both. If you don't already have ethereal (recently renamed wireshark) or tethereal (tshark) on your system, you can download it for Windows or *nix from http://sourceforge.net/project/showfiles.php?group_id=255. It should look something like this with tethereal/tshark, or prettier and with tons more detail on ethereal/wireshark:

# tethereal -i eth0
Capturing on eth0
  0.000000 client_ip -> server_ip TCP 50007 > www [SYN] Seq=0 Len=0 MS
+S=1460 TSV=333203 TSER=0 WS=7
  0.004236 server_ip -> client_ip TCP www > 50007 [SYN, ACK] Seq=0 Ack
+=1 Win=8192 Len=0 MSS=1460 WS=0 TSV=125990 TSER=333203
  0.004357 client_ip -> server_ip TCP 50007 > www [ACK] Seq=1 Ack=1 Wi
+n=5888 Len=0 TSV=333204 TSER=125990
  0.006432 client_ip -> server_ip HTTP Continuation or non-HTTP traffi
+c
  0.009844 client_ip -> server_ip TCP 50007 > www [FIN, ACK] Seq=11 Ac
+k=1 Win=5888 Len=0 TSV=333205 TSER=125990
  0.014528 server_ip -> client_ip TCP www > 50007 [ACK] Seq=1 Ack=12 W
+in=8192 Len=0 TSV=125990 TSER=333204
  0.015166 server_ip -> client_ip TCP www > 50007 [FIN, ACK] Seq=1 Ack
+=12 Win=8192 Len=0 TSV=125990 TSER=333204
  0.015230 client_ip -> server_ip TCP 50007 > www [ACK] Seq=12 Ack=2 W
+in=5888 Len=0 TSV=333207 TSER=125990
[download]

By comparing the output on a good machine and a bad one you can see exactly which packets are missing. By the way, if these are Windows machines, there is a possibility that the Windows Firewall configuration is your problem.