According to the first answer here -- IE not allowing onClick event on dynamically created DOM 'a' element -- IE8 does not bind click event handlers automatically when the onclick attribute of an element is changed dynamically. That is, you're setting the onclick attribute of your tag in HTML, but the browser isn't converting that attribute into an actual event handler.
Try replacing
remove.setAttribute("onclick", "Remover("+ val +")");
with
var removeFunc = function() { Remover(val) };
if (!remove.addEventListener) //Old IE
remove.attachEvent("onclick", removeFunc);
else //Other browsers
remove.addEventListener("click", removeFunc );
That actually binds the click event handler directly, rather than setting the attribute in the expectation that the browser will react by binding it.