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>
This blog posting helped me: http://abouthalf.com/2010/10/25/internet-explorer-9-gradients-with-rounded-corners/
Basically, you use a conditional comment to remove the filter and then create SVG 'sprites' of gradients which you can use as background images.
Simple and elegant!