I've just posted about a strange issue with jsMath, Moodle and MSIE8 to the jsMath forums on SourceForge but I thought I'd post details here too, in case anyone else had the same problem:
The issue is with MSIE8 running in IE7 Standards document mode. Basically I was getting the dreaded "jsMath.js file must be loaded from a server in the same domain as the page that contains it" warning on one of my test sites. I eventually tracked the problem to the Domain function in jsMath.js.
The my server's domain is "nae-ho-moo" but I'd specified $CFG->wwwroot in Moodle's config.php file as "NAE-HO-MOO", i.e. capitalized. For some reason, which unfortunately I don't have time to investigate more fully, in IE7 compatibility mode the string comparison seems to fail. Case sensitivity seems to be an issue here.
Hope this makes sense... and helps anyone else who might have a similar issue with this warning.