Solution 1:

Try this:

requires:

<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js"></script>
<script type="text/javascript" src="http://malsup.github.com/jquery.corner.js"></script>

Javascript:

$('.box').corner();

HTML:

<div class="box">Hello</div>

CSS:

box{
  width:150px;
  height:28px;
  padding:10px;
}

more examples: http://jquery.malsup.com/corner/

Solution 2:

Short of using the libraries that you described in your question, I don't think you can do curved corners in IE8.

If you really wanted them, you could probably use an image to give the curved corner effect, at the cost of increased bandwidth and messy code.