Komodo,
Can't say I know. The first thing I'd look for is javascript errors on the page (either from JFBConnect or another template, component, or module's javascript).
If you can post the URL to the page with the Fanbox module, that will help us narrow down the issue quicker. The Fanbox works on our demo site (and multiple other sites) in IE8, so we'll just have to figure out what's different about your configuration.
Thanks!