I have a bug report for the WikiExport with Internet-Explorer which I cannot reproduce unfortunately. I would be very glad if you could test it and tell me if it works for you or not. It would help a lot if you could add the type, version and language of your browser.
Do you mean WikiDump2 or something else? I have a loose bug in WikiDump2 wherein it seems not to send enough headers for IE over SSL. Having trouble tracking in on it so any details you can provide would be most helpful.