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You would need to install Windows either through Boot Camp or a virtualized program like Fusion, Parallels or Virtual Box

There are some other limited solutions with equally limiting results
 
Can the Internet Explorer be installed to Macbook pro?

Thankfully, no.

[/trolling]

As MacDawg said, you'd need to virtualise it to run it on OS X. I've tried running 7 under wine; it was unusable and the rendering was all out of whack.
 
Can the Internet Explorer be installed to Macbook pro?
There are some websites that require IE to work properly (which is evidence of extremely poor website design). In many (not all) of these cases, you can still access them with Safari. Go to Safari > Preferences > Advanced and check "Show Develop menu in menu bar". Then click on "Develop" in the menu bar and then "User Agent". You will see a list of choices, including Internet Explorer. Select one of those and the website may appear properly.
 
What GGJstudios said, unless you don't actually need IE. If you don't need it, then it's definitely best to use another browser. Firefox is probably the most similar that you will get, without all the issues.
 
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