Closely related to #25, and avoidable with the same Security Settings change. When you specify a proxy in the map options, it's always used by OpenLayers for all its remote petitions, not only WMS. This makes that non-WMS layers, which are requested in a synchronous way, to be completely impossible to load because the url will point to the included proxy, that is a local resource, and therefore IE won't allow JS to access it.