The reason is the website you are trying to hit is looking for a cookie and if it's not getting set it tries to set it, and then does a 302 redirect back to it's self.
Because you haven't hooked up a cookie manager you are ending up in a 302 redirect loop as the site keeps checking for cookie, setting and then redirecting.
Handle cookies and it will work just fine with only a single 302.
However it seems that for some reason Indy is ignoring the cookies that are being sent by this site. I whipped up some test code if I hit http://www.google.com I get
New cookie: PREF
New cookie: NID
Redirecting (1) to: http://www.google.co.nz/
New cookie: PREF
New cookie: NID
this is the headers that google send
Set-Cookie: PREF=ID=3c7e441914b902ae:TM=1268686477:LM=1268686477:S=Z-Gwqx52jK0V1rYR; expires=Wed, 14-Mar-2012 20:54:37 GMT; path=/; domain=.google.com
Set-Cookie: NID=32=vsOZvkr4AOZ7320d_OBPf2zR2jau4E6pupbOe_ZaaX4DNjahTzSV-mSA55naTk-5cXQcn7SNEp7uSxbE_cFrL9ZftGApTGZMPGKzcz3_NZE_2MYpWG5PGbwWFw9t2d_R; expires=Tue, 14-Sep-2010 20:54:37 GMT; path=/; domain=.google.com; HttpOnly
However for that other site, I get this in my debug output
Redirecting (1) to: http://www.chefscatalog.com/error.aspx?impsid=0
Redirecting (2) to: http://www.chefscatalog.com/error.aspx?impsid=0
all the way up to 15 attempts..
if we look at what headers the site sends back
Set-Cookie: ASP.NET_SessionId=4o0bpi45evee0d45qos1uy55; path=/; HttpOnly
Set-Cookie: ChefsSite=CartID=00000000-0000-0000-0000-000000000000&cst=f4t8YpBpAAkNiRUd9BEf2luKAA%3d%3d&act=c0f2VBCSbv30F4kasnvWS5OfJQ%3d%3d&CookiesEnabled=False; expires=Wed, 14-Apr-2010 20:54:22 GMT; path=/
I note there the site is missing the domain off the end of the Set-Cookie, which is weird but I don't think it's a must from the RFC. if we look at the AddCookie/2 methods of idCookieManager its wanting a host on that param so maybe it wont work on any Set-Cookies that don't give the domain.
I have tested this on a couple more sites and all work fine IF the Set-Cookie includes domain=.google.com;
It's also interesting to note that on the idHttp.OnRedirect if you look at
idHttp.Response.RawHeaders.Text
for the site that doesn't work you don't see the Set-Cookies but on the sites that do work you do see the Set-Cookies...
However, if I set idhttp useragent to
Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.9.2.1) Gecko/20100122 firefox/3.6.1
(from another answer)
then it seems to pickup the cookies just fine
New cookie: ASP.NET_SessionId
New cookie: ChefsSite
Redirecting (1) to: http://www.chefscatalog.com/international/home.aspx
New cookie: ChefsSite
Weird.