IE doesn't seem to support :visited styles for dynamically updated links. I tested only IE8, but if it does not work in the latest version, I do not expect it to work in IE 6/7
IE only supports the most basic scenario, when a visitor clicks on a link that goes to another page, and then clicks the "Back" button to return to the previous page. Only after that the link displays the style :visited .
It works fine in Firefox 3; links are formatted correctly even when their href attributes are updated via javascript.
I created a test page that allows you to try various links and methods: http://jsbin.com/odoqo (edited via http://jsbin.com/odoqo/edit )
Note. I used the test page only in Firefox 3 and IE 8, it will probably break in IE 6/7
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