Unfortunately, there's no way in the world you're going to get those files to natively work under OS X.
First of all, one or more of those files is a compiled binary file (at least the .cab is, or contains them) that is compiled specifically for the Win32 platform. That immediately makes it incompatible with OS X. Not to mention that the files would more than likely be calling functions that exist only under Windows -- not under Mac OS X. Even if there were compatibility there, the only real "IE-specific" websites use ActiveX controls -- something that the Mac OS X-native version of IE lacks.
Your best bet would be to acquire a legal, licensed copy of Windows XP (or Vista, whatever suits your fancy) and then download the free VirtualBox software from Sun. That will enable you to install and run Windows XP in a virtualized environment (read: in a window) on your Mac. You can then natively run Windows software and use the website that is designed for IE.