I know this is a slightly old post, however, for the 9.5 version of LoadRunner I believe IE 8 was unsupported, if you have updated it 9.52 (9.51 + 9.52 patch) it should be able to read IE 8 though. IF this is the scenario, then for both 9.52 & 11.5 (I am currently on 12 and upgraded from 9.5) you will need to ..
- ensure you have the correct protocol for recording.
- ensure that internet explorer is on the "DEP list" (http://windows.microsoft.com/en-us/windows7/Change-Data-Execution-Prevention-settings?SignedIn=1)
- Also, under recording options, try to switch the recording mode to WinINet, this will handle a substaintl amount of problems you will find along the way. This option is available through recording options, on the network mapping main landing page above the large box where it asks you to "add entries."
Thanks and if either of these resolve your issues (i suggest doing all three) then let us know!