Your page is in violation of Dynamic Drive's usage terms
, which, among other things, state that the script credit must appear in the source code of the page
(s) using the script. Please reinstate the notice first.
As to your problem, IE is perfectly capable of executing document.write() statements. Perhaps it is what you are telling it to write that IE is having trouble understanding.
If you could point to the specific document.write() statement or statements that you think are to blame, that would help us to find them and to see what if anything may be problematic about them from IE's perspective.
It is possible that there is another problem or problems entirely, either in addition to what you think it is, or perhaps instead of it.