Troubleshooting IE is difficult, no matter what version.
I've seen past posts at Facepunch, and a quick google found Steam forums, with people complaining of issues with 8; but not everyone has those issues. Hit or miss.
Many AntiVirus applications set a proxy for IE that may cause problems with other applications that use components of IE (such as Source games)
Many malware/virus appllications do the same.
Clean your Internet explorer cache, delete all the temp files, using the Tools:Options:delete files button within IE, and then find instructions on how to delete the files manually (as of V6, the files could still become corrupt..not sure about 7 and
Tons of other things to try, google terms like "internet explorer" and clean or cache or corruption. "not loading pages"