Their is a new feature in IE8 called web slices that I found through this channel9 video.
I tried to get the delicious links on this blog to show up in a web slice. All you need is the following:
<div class="hslice" id="item123">
<p class="entry-title">Recent Links</p>
Content goes here …
I got the above code from here. Also their is an msdn page here.