Answer
In earlier versions of ArcIMS, the GetCapabilities response would display in the browser. Since 9.0, to be compliant with the WMS Specification, the content type of a capabilities response was changed to application/vnd.ogc.wms_xml. Web browsers are not familiar with this content type and do not know what to do with the type of content; that is why a Save dialog box prompt often appears. To view the content, click Open, or Save it first, and browse to it with a Web browser.
While this may make it harder to view a GetCapabilities response in the browser, it enables the connector to work with WMS client software that expects this content type.
The WMS 1.1.1 specification referring to this content type can be in the Related Information at the bottom of this article (see section 6.5.3 -- table 3).