"Yes (see Iain's link), but it won't behave exactly the same as real IE versions. Whether it's on Windows or Linux, the ‘OS integration’ ensures that you can't have a reliable, genuine, multiple-IE install.
If your aim is proper, thorough testing of your websites across IE versions, the only option is to install each browser on a virtual machine. (I use VirtualBox, with an XP SP3 install copied three times, different IEs on each.)"