It isn't enough just to use firefox instead of IE because even firefox can have serious bugs (hell, any software written has bugs, and any software written for Windows especially can inadvertently open security holes). You need to keep it up to date as well:
http://news.bbc.co.uk/2/hi/technology/4925606.stm
Apparently several security related bugs have been found and fixed in the latest version so go get it.
To check what you have go to the help menu and click "About Mozilla Firefox".
You want to see something like this:
Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.0.2) Gecko/20060308 Firefox/
1.5.0.2
Emphasis added by me to point out the version number, which should be that or higher.