There are more security issues using IE and OE than using a non MS product.
Firefox and all other Mozilla-based products are more secure. Why? Here is a list of the most important reasons:
It is not integrated with Windows, which helps prevent viruses and hackers from causing damage if they somehow manage to compromise Firefox.
There is no support for VBScript and ActiveX, two technologies which are the reasons for many IE security holes.
No spyware/adware software can automatically install in Firefox just by visiting a web site.
Firefox doesn't use Microsoft's Java VM, which has a history of more flaws than other Java VMs.