IE requires you to use XDomainRequest instead of XHR for cross site, you can try something like...

if ($.browser.msie && window.XDomainRequest) {

            // Use Microsoft XDR

            var xdr = new XDomainRequest();

            xdr.open(get, url);

            xdr.onload = function() {

                // XDomainRequest doesn't provide responseXml, so if you need it:

                var dom = new ActiveXObject(Microsoft.XMLDOM);

                dom.async = false;

                dom.loadXML(xdr.responseText);

            };

            xdr.send();

        } else {

            // your ajax request here

            $$.ajax({

                   url: thisURL,

                   dataType: json,

                   data: {cmd : 'getMessage', uurl: urlVar, t: Math.random()},

                   success: function(ret){

                               callback(ret)

                    }

            });



        }

Reference

http://forum.jquery.com/topic/cross-domain-ajax-and-ie

not sure whether it fits your scenario

xdr = new XDomainRequest(); 

xdr.onload=function()

{

    alert(xdr.responseText);

}

xdr.open(GET, thisUrl); //thisURl ->your cross domain request URL 

//pass your data here

xdr.send([data]); 

you can find some more guidance here