I found the solution to my problem.
For Sharepoint when it's using the NTLM authentification everything is working fine.
But when it's with the Form Based Authentification it work everywhere but with SilverLight and IE8. I found that it's because the way IE8 ask for the byte-range, by putting it in streaming mode it's working now. It's slower but for the case when it will be needed it will do.