Lots of articles in the web like this : http://www.fontspring.com/blog/fixing-ie9-font-face-problems suggest to add a ?#iefixto the eot url. I was curious to know how is this going to solve the problem. Thanks.
IE8 and the older have a bug in their parsers for the src attribute. So if you include more than 1 font format in the SRC, IE fails to load it and reports a 404 error.
The question mark solves that problem as it fools IE into thinking the rest of the string (other src) is a query string, and therefore loading just the EOT file...
Other browsers will follow the specification and load just their required font type ...
You may wanna read Paul Irish's Bulletproof @font-face syntax to know more about some other of the why's ...