IE doesn't allow JavaScript to access local resources unless you lower the security settings (Settings->Internet Options->Security->Custom Level and change security settings under "Miscellaneous" set "Access data sources across domains" to Enable). There seems to be no way to avoid this problem at all besides rewriting OpenLayers, so I'm marking it as Wontfix right now. Resources can be loaded if you move them into a server under an http url.
If anyone knows any kind of workaround, it'd be highly appreciated.