In the immortal words of Adam Savage, "Well, there's your problem!"
GM is a Firefox extension. It does not operate in IE. Even if you've
used something else to load IE inside the FF window, it's still IE.
http://www.daishar.com/blog/archives/2005/03/greasemonkey_fo.html
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I don't suppose you've tried GreaseMonkIE? I don't know anything about
it other than the cute name and the URL:
http://www.daishar.com/blog/archives/2005/03/greasemonkey_fo.html
[snip]
[1] User Agent Switcher
https://addons.mozilla.org/en-US/firefox/addon/59