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.

Any time a relative or friend asks me to fix their system I load a new browser and hide IE otherwise they can go to someone else for support. I've seen so much get through even the new versions that its just too risky to use it.

Same with MSOE or whatever they call it now.