The biggest issue with IE is the OS integration so a hole in IE becomes a hole into the OS. Any other browser isn't as tightly integrated so a hole in the browser is pretty much limited to the browser.
Thats how they can get junk through IE even when your not running as an Admin user.

SAN FRANCISCO — The U.S. Department of Homeland security is advising Americans not to use the Internet Explorer Web browser until a fix is found for a serious security flaw that came to light over the weekend.

The bug was announced on Saturday by FireEye Research Labs, an Internet security software company based in Milpitas, Calif.

"We are currently unaware of a practical solution to this problem," the Department of Homeland Security's United States Computer Emergency Readiness Team said in a post Monday morning.

It recommended that users and administrators "consider employing an alternative Web browser until an official update is available."

The security flaw allows malicious hackers to get around security protections in the Windows operating system. They then can be infected when visiting a compromised website.

Because the hack uses a corrupted Adobe Flash file to attack the victim's computer, users can avoid it by turning off Adobe Flash.

"The attack will not work without Adobe Flash," FireEye said. "Disabling the Flash plugin within IE will prevent the exploit from functioning."