You can add a star on Hatena Diary with no problem but on other blogging service with problem by Internet Expolorer. However now you can add a star on other blogging services.
To solove this failure Hatena use P3P header when user login Hatena sites. if you cannot add a star, please log out from hatena and login again. Then please add a star again. (As well, situation to not add a star can be stored as cache on a browser in some cases.)