Delphi, EmbeddedWB/TWebbrowser - jQuery not execut

I am using EmbeddedWB (A TWebbrowser extension) to do like a "live preview" of some dynamically generated content.

I am trying to add jQuery into the mix, so I can get some fancy effects going on, however since IE9 always asks "Allow blocked content" for each and every damn page, a dynamically generated one (Webbrowser.LoadFromString) certainly wont be allowed to have fun. To put it simple: It wont allow Javascript execution.

I tried adding a SecurityManager to my TEmbeddedWB, however that did not do it either. I tested my dynamic code in Firefox, and in IE9, and it works (of course, in IE9 I have to allow first, which was how I found it was a security issue).

Is there a painless way to get around this, without having to manually go into IE and tweak something? Or am I completely wrong about the cause of the issue?

EDIT: After trying this article's method, IE does not ask if it should allow stuff anymore, however my script is still not being executed within my TEmbeddedWB/TWebbrowser..

EDIT 2: Okay, by removing the jQuery code, and displaying a plain Alert, I am forced to conclude that JS is now being executed, however jQuery is not.

EDIT 3: Here is the (stripped down) HTML code that my app generates, where jQuery is not working in my EmbeddedWB/TWebbrowser control - however, it works in Internet Explorer 9 itself:

<!DOCTYPE html>
<html>
<head>
    <meta http-equiv="X-UA-Compatible" content="IE=9" />
    <script type="text/javascript" src="file://C:\jQuery.js"></script>
</head>
<body>
    <center>
    <p>
      Some stuff here!
    </p>
    </center>

    <script type="text/javascript" language="javascript">
    $(document).ready(function(){
            alert('I Am jQuery!!!!');
    });
    </script>
</body>
</html>

EDIT4: I have also tried switching the src to a Google Hosted jQuery, and that did not work either. Removing the Metatag did not fix it either. Just letting you know of stuff I tried before you waste time on suggesting it :)

EDIT5: By navigating to a site that uses jQuery (Webbrowser.Navigate) the site was working as expected. However when doing it from my local test.html, or by doing .LoadFromString();, it will not work.

Will not work = jQuery code not executing.

It seems to work if you use correct URL for the jquery.js file:

<script type="text/javascript" src="file://C:/jQuery.js"></script>
<script type="text/javascript" src="file:///jQuery.js"></script>

or a relative path, you can also omit the file:// protocol:

<script type="text/javascript" src="../../jQuery.js"></script>

The above works when you load the HTML from a file. The question is however, if content from memory and javascript from file system is not considered crossing a security context boundary and rejected for that reason by the embedded browser. In that case, embedding jquery directly in the HTML content (using the <script> tag) should work.