"change" or "delegate" don't appear to work with IE and dynamic content. Why?

"change" or "delegate" don't appear to work with IE and dynamic content. Why?

How can I make "change" or "delegate" work with a drop-down menu and dynamic content in IE (i.e. IE8)?
  1. $("select.cat").live('change', function() {...
  2. $("select").delegate(".cat","change",function() {...
Nothing seems to work with IE. Does anybody have a suggestion to address this frustrating matter? What else could I try?