It is not possible.
HTTP/1.1 was ratified in RFC 2616 in June, 1999. Internet Explorer 2.0 was released on November, 22 1995; three and half years before HTTP/1.1 was invented. As such, it knows nothing about it and thus cannot support it.
Your best bet is simply to update to a newer version of IE. Service-pack 6 for NT4 includes IE 6.0 SP1. You should apply the latest/last service-pack (SP6a) to NT4 anyway, so getting HTTP/1.1 through an IE upgrade is just another benefit of doing so.