Well no, these file sharing sites tend to badly abuse javascript and flash. It could be that your site relies on flash, hence why it isn't working in IE, or it could be that IE is blocking a malicious cookie or script, and the site isn't giving you the file because IE rejected the tracking cookie...
It's not necessarily a bad thing that IE is having trouble with sketchy sites. This is all speculation as I don't really feel like going to that site, but I have an elaborate security setup with my desktop firefox and I find that a lot of those file sharing sites are riddled with tracking cookies and scripts and etc and many of the sites just don't give me the file seemingly out of spite for my security having disabled their crap...