IE9 is apparently able to handle rounded corners by using the CSS3 standard definition of border-radius.
border-radius
What about support for border radius and>
I think it's worth mentioning that in many cases you can use an inset box-shadow to "fake" the gradient effect and avoid the ugly edges in IE9. This works especially well with buttons.
See this example: http://jsfiddle.net/jancbeck/CJPPW/31/