Internet Explorer, even IE 9, exists both in 32-bit and 64-bit. Windows, nowadays, offers a proper way to uninstall Internet Explorer.
If you still want to capture IE8 on Windows 7, what you can do is uninstall Internet Explorer and then reinstall while capturing.
See: http://support.microsoft.com/kb/957700
Have done it just for fun so I didn't test it thoroughly but it seems like to work fine.