This is an old post, but I found a GREAT fix for this issue detailed in this article >> http://www.adrogen.com/blog/wordpress-wp-blog-headerphp-causes-404-in-ie/
The code I finally replaced the “wp-blog-header.php” is here.
/***********************************************************************
* Blog Header Error Fix *
***********************************************************************/
// Include WordPress functionality
$currDir = dirname(getcwd());
// Make sure this isn’t install or admin (go up if it is)
if(!file_exists(“$currDir/wp-config.php”))
$currDir = dirname($currDir);
if(!file_exists(“$currDir/wp-config.php”))
die(“Cannot find WordPress integration files.”);
// ***** OLD Blog Header Line *****
//require_once(“$currDir/wp-blog-header.php”);
// ***** New WP Integration stuff *****
require(“$currDir/wp-config.php”);
$wp->init();
$wp->parse_request();
$wp->query_posts();
$wp->register_globals();
/***********************************************************************/
Made my life ALOT better….