IE 8 and and 9 (10 is in Beta) are only for Windows Vista and above computers. Well, except for IE 8 which if for XP too. They only work with the Windows system, not mac or any Linux distros. The other browsers I have listed below work in Linux, Windows (I know for sure XP and above), and Mac OS X.
What issues are you having? If you are getting websites angry that you are not using IE and they won't let you on, there is a browser "spoofer" which makes your browser, Firefox, not look like Firefox for Linux to the servers it connects to. Here it is:
https://addons.mozilla.org/en-US/firefox/addon/user-agent-switcher/
Also, try downloading Chrome, Opera, or Iceweasle from the Ubuntu Software Center. They are all excellent browsers
Are you dual booting? How long have you had Linux? What version of Linux is it (Ubuntu, Fedora, Debian?)? If you are dual booting, with what version of Windows?