One of the most used reasons for users to switch to Firefox from Internet Explorer is that it is more secure. Linux zealots bag out Windows users because their operating system is so insecure.
We hear a lot about buffer overflows and crazy stuff like that.
Personally I think security problems of this source are overrated.
If needed I would feel perfectly safe to do my internet banking using IE (of course under the assumption that the computer is free from spyware).
The reason I don’t use IE is that I really dislike the “feel” of the browser and the serious lack of standards support.
But anyway. Most (not all) computer systems are compromised because of human error and not because of a serious flaw in the operating system or program. Sure there are times when there have been serious issues, but for the general user their main problem is themselves.
Off topic slightly. If you’re on a wireless network make SURE you’re using secure POP3, IMAP, web forms etc etc. It is just too easy to capture these packets.