That is why I don't understand MS integrating IE so tightly with the OS. Sheesh, take your most vulnerable, network-facing program, and let it reach into the OS? {shudder}
This is why OS/X and Linux have a fundamental advantage - they do a much better job of walling off applications and restricting what they can/cannot do. Also, on Linux (and OS/X?) your typical user runs with just user authority on the machine. So even if an application is compromised, it'll only have the privileges of a user, not an administrator or super-user. Far too many people set up their windows boxes with their main account being an administrator account.
IE should be killed.
And those who set up Windows with limited user accounts often find that their non-Microsoft apps break.