I have a web based application and was looking for a way for users to download their data from the websql tables. Someone suggested using data URI which seems to work in all bro
IE8 and IE9 only support the data URI for images. Read more about IE's support for the data URI here:
http://msdn.microsoft.com/en-us/library/cc848897(v=vs.85).aspx
EDIT: You could try some kinda flash hack for IE. Pass the data to flash. Use AS3 to initiate a download.