Fixed by adding: <meta http-equiv="X-UA-Compatible" content="IE=9" />
The problem was that IE rendered it as Quirk mode, So after the suggestions I disabled it and my page was perfect! So I added that meta so it will show up good in IE 9.
My drop down menu is compatible with FF and CHROME but not with IE.
Using PHP/HTML/CSS
The problem really is:
When I remove > it will show onze media. But there is no drop down menu (list).
So the actual question is: Does I.E. support <ul><li><ul><li></li></ul></li></ul>?
#media > a{
height:49px;
width:85px;
background-repeat:no-repeat;
background-image : URL(images/menu/media_normal.png );
margin-left: 0px;
margin-left: 0px;
}
#media > a:hover{
height:49px;
width:85px;
background-repeat:no-repeat;
background-image : URL(images/menu/media_selected.png );
}
<li id="media"><a href="media.php"></a>
<ul>
<?php
$query = mysql_query("SELECT * FROM `apps` ");
while ($query_row = mysql_fetch_assoc($query))
{
?>
<li>
<?php
$meer = $query_row['TITLE'];
$desc_inject = '';
$sub_string = substr($desc_inject, 0, 200);
echo $sub_string." " . '' . '<a href="applink.php?id='. $query_row["ID"] . '">' . $meer . '</a>';
?>
</li>
<br />
<?php
}
?>
</ul>
</li>
This will get the titles from my database (MySQL) and parse it in the drop down of menu.
In chrome and FF it shows up perfect, but in IE it does not even show the tab menu.
If I delete > between #media > a {} it shows the tab menu but not the hover, I also need to delete > between #media > a:hover {} then it shows the hover.
But the drop down menu does not work.
is
<ul><li><ul><li></li></ul></li></ul>
compatible with IE? I have the latest IE.

The invalid markup is forcing IE into Quirks mode and therefore will probably render support for the child selector inactive (as @Sarfraz suggested). Forcing IE9 into Standards mode corrects the display issues.
You can see this by pressing F12 in IE 9 to show the Developer Tools and along the header of this portion of the window it states Document Mode: Quirks. If you select Internet Explorer 9 standards the menu displays as expected.
You should run your site through the W3C validator (for example) and correct the errors and the page should be rendered as expected. Valid markup makes browsers happy – especially IE. If you then load corrected page in IE 9, it should render in Standards mode and not revert to Quirks mode.