I am using below code for sample menu.
Tree Demo
There is a code solution too. I saw it in a training video. You can add a line to tell IE that the local file is safe. I tested on IE8 and it works. That line is <!-- saved from url=(0014)about:internet -->
For more details, please refer to https://msdn.microsoft.com/en-us/library/ms537628(v=vs.85).aspx
<!DOCTYPE html>
<!-- saved from url=(0014)about:internet -->
<html lang="en">
<title></title>
<script type="text/javascript" src="http://code.jquery.com/jquery-latest.js"></script>
<script>
$(document).ready(function () {
alert('hi');
});
</script>
</head>
<body>
</body>
</html>