Looks like a CSS issue. Do you see this in the link title tags?
Code:cssbody=[nukePIEbody] cssheader=[nukePIEhdr]
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Those are CSS classes that need to be added to your theme's style.css, or you can load the link to the includes/nukeSEO/nukePIE.css in your header.
Step 5 of the readme.txt shows how to include includes/custom_files/nukeSEO/nukePIEhdr.php, which loads both the JS and CSS necessary for nukePIE. Did you just load the JS in header.php?