"In the end, it's easier to keep your own and not rely on 3rd party services" If all's you're doing is keeping a blogroll, the links management in WordPress is great, and I agree, it's best not to rely on third party services. But by using the Bloglines blogroll on my current MT blog, I've been able to do 2 things with one copy-and-paste: 1) add a feed to my Bloglines account, and 2) add the same to my blogroll. Before I used the Bloglines blogroll, I would often do #1 and forget to do #2.
What really puzzles me is why it won't work with IE in WordPress when it did work with IE before. I merely commented out the Blogroll list that was in sidebar.php before inserting the Bloglines code. Is IE picky about commenting out? Look at this page in Firefox and IE--do you see a difference? http://www.coldclimategardening.com/index.php