I think the zero-width joiner (ZWJ, U+200D) should join regardless of typeface. But Internet Explorer 8 won't join if the ZWJ is taken from another font than surrounding text.
In MS Windows, the font Mangal contains the zero-width joiner but not Arabic letters. When I specify "font-family: Mangal" then Internet Explorer 8 takes the ZWJ from Mangal but Arabic letters from another font and the result is non-joining. See the attached file zwj.html.Title: ZWJ