No, Internet Explorer does not support SOCKSv4a: http://blogs.msdn.com/b/ieinternals/archive/2010/10/08/socks-proxy-support-in-internet-explorer-and-wininet.aspx
If you'd like, you can use Fiddler to bridge between a "classic CERN proxy" and a SOCKSv4a proxy. Use the following rule to point incoming requests to the TOR system.
In Fiddler, click Rules > Customize Rules. Add the following inside the Handlers class:
public static RulesOption("Use TOR")
var m_EnableTOR: boolean = false;
Then, inside OnBeforeRequest, add the following block:
if (m_EnableTOR)
{
oSession["X-OverrideGateway"] = "socks=127.0.0.1:9150";
oSession["ui-backcolor"] = "#EFEF9F";
}
After you do this, simply click the Enable TOR option on Fiddler's Rules menu, and all inbound requests (from IE, etc) will be directed to the TOR instance running on port 9150.