I just ran into this problem as well. Fortunately, I had run into this when working on some Google maps stuff, and found an excellent solution that's very easy to implement.

The solution is described here:
http://www.ryangrant.net/archives/internet-explorer-cannot-open-the-internet-site-operation-aborted-google-map-api#comment-137

// solution -- move the "loading" code to a callback function and trigger it by timer
setTimeout("{$main_menu_id}_setupMenu()", 1);

function {$main_menu_id}_setupMenu()
{
document.getElementById('myMenuId').style.display = 'none';
DynarchMenu.setup('myMenuId', { electric: true, timeout: 70 } );
}

Enjoy!

Alan