It's a little bit of a workaround, but adding the following code to your site CSS should fix it:
#li_child_3 ul{width:50%;}
For some reason the auto-resizing for the submenus doesn't appear to be working on your site in IE9, but that will force the width of those specific columns to be 50%, allowing them to "float" next to each other.
You should be able to add it to the CSS anywhere you want, but the easiest place would be in styles.css in the theme folder.