The key to the message your receiving is the "run slowly" part, which relates to time. So, your issue is not object size, but the time taken to construct the object.
To refine things even further, the issue is not the time taken to construct the object either. Rather, IE counts the number of javascript statements it executes, resetting this count when it executes an event handler or a setTimeout function.
So, you can prevent this problem by splitting your code into multiple pieces that run inside calls to setTimeout(...);
Here's an example that may push you in the right direction:
var finish = function(data) {
// Do something with the data after it's been created
};
var data = [];
var index = 0;
var loop;
loop = function() {
if (++index < 1000000) {
data[index] = index;
setTimeout(loop, 0);
} else {
setTimeout(function(){ finish(data); }, 0);
}
}
setTimeout(loop, 0);