It really depends on the version of IE. See these posts: rounded corners IE8
I simply would not bother with pre 9 IE. To much hassle.
But did you try to put the .htc file within your custom Mendix theme. It might work.
I would advise writing the css in a preprocessor, like Sass. In combination with Gulp/Grunt and a autoprefixer, it would do the browser compatibility for you.