I have the same problem. I checked the database after hitting Save and nothing is being written.
I tried sticking the following line in admin-header.php file
<meta http-equiv=”X-UA-Compatible” content=”IE=EmulateIE7"/> # trying to make IE8 behave like IE7 but to no avail.
I also tried adding a line to admin-ajax.php with no luck either.
The easy solution is of course to use FireFox for blog admin and setting up widgets.