At some point in the past few years (yeah sorry I'm no more use than that!) WYMEditor has started to not load. I have noticed a few things:
This could all be a red herring. AFAIK the JS just writes on top of this and it all works in good browsers.
I have the same problem, but not IE8 related. wymiframe.html doesn't load here.
Ok, found the pull request: https://github.com/divio/django-cms/pull/1442/files
fixed in 3bef8a7