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Downgrading IE is usually a hassle. Here's some info from Microsoft on that.
Generally speaking, you're best running either the current version or one version back. I've seen some websites that don't work with 9, but when Microsoft was forcing version 7 on people, it broke a lot of banking and corporate sites that were based on 6. But 6 is probably the most stable version, which is what's causing Microsoft so much grief because they want people to upgade to a newer version.