I was having a hard time getting Internet Explorer 8 (IE8) working with Socket.IO's "htmlfile" transport (or any other transport for that matter). I was getting weird permissions issues. I finally fixed the problem by adding a DTD to the top of my HTML file, "<!doctype html>". I was just being lazy not having a DTD, but I was really surprised when that fixed my problem. Of course, I'm still having a hard time getting IE7, IE6, and Opera working cross-domain (technically, I'm just using a different port, but eventually it'll truly be cross-domain).
Ad maiorem Dei gloriam inque hominum salutem.