you have to force the IE to IE-8 mode.
you can try to debug the "data" object. maybe you'll have to use something like "event.data" or "response.data". Just take a look into the generated html code of you a4j:commandLink. There should be an "onclick" event which contains the oncomplete handler with all the possible parameters.
or have you fixed all the other ajax (and xml parsing related) issues with IE9 while using richfaces 3.x?
We currently are only able to support IE8.
I'd appreciate it if you can give me some hints, how to successfully support native IE9 with RF 3.x :-)