UI modal Dialog overlay is not transparent in IE 8

UI modal Dialog overlay is not transparent in IE 8

When a modal UI Dialog is shown the overlay is not transparent so only the dialog is visible in IE 8. This also happens in http://jqueryui.com/demos/dialog/#modal-message so this issue is very easy to repeat! Also a horizontal scrollbar appears when the dialog is shown.
In Firefox it's no problem. What wrong?

Ron