I use IE for one thing only... to access the Merriam Webster online dictionary. It ports the pronunciation sound directly to my sound card. Mozilla either can't do that or I haven't configured it to do that. For some odd reason Mozilla has to launch Media Player to play the sound, which adds 10-15 seconds to the process. In fact, I don't actually launch IE to do that, I just open a single window, in Windows Explorer, and I'm done in 3 seconds.
All in all, I'm a big Mozilla fan though.
WinXP SP2 installs a pop-up blocker into IE... the problem being that if you aren't running WinXP, you can't use it. Google Toolbar's a nice alternative, though.