Both my markup and how it renderes on IE is here:
http://www.dropmocks.com/mBtqVb

I tried to use different CSS3 styles (linear gradient, box-shadow etc) but all of them gets appended after behavior: url(); [css3 styles here]

I'm using sitefinity 6 CMS, so some JS from that CMS could cause PIE.htc to do some weird stuff...

IE version is 8.0.6

Thanks in advance.

What you're describing is just a bug in IE's developer tools. It doesn't affect actual rendering in any way.

Are you seeing some actual problem?