I have encountered a very annoying issue using Lightbox Plus in IE. When I’ve activated Lightbox Plus (it's not just issue of this plugin, but also Fancybox and probably others as far as I know) and loaded the newest version of jQuery in functions.php, it crashed Internet Explorer 6 (I think IE7 behaves the same way, but I’ve tested it only with IE tester, not with the actual browser. I haven’t tested it in IE8+). Modern browsers (FF, Chrome, Opera, Safari) behave normally.
After spending an hours trying to solve this issue (I am realy not a fan of IE, but I didn’t want to be cruel to the poor folks who are using it for some reason and I wanted to use lightbox and jQuery function at the same time on the pages), I’ve finally found a resolution. The problem seems to be in different versions of jQuery libraries wich uses Colorbox .js module (1.3) and wich I called in functions.php (1.6). After changing loaded jQuery library to 1.3, it works fine.