IE only has security holes when compared to FF or Chrome because it is the more popular browser. If FF was 90% of the market you can bet that people would be exploiting it rather than IE. Just look at the Mac and iphone viruses popping up now, heh heh.
ultimately, if you're not surfing questionable content or are savvy then you're really never going to have a security issue in IE, and if you are... then install OneCare. Hate to say it since i was a hardcore Macfee and Norton proponent over the years but nothing is quite as user friendly for virus protection and networking (for someone not very network savvy like myself) as One Care.
look at me, i'm like the mother fu*kin MS rep up in here. hah