I think few graphs will clearly illustrate the gulf of difference between these two leading browsers (Internet Explorer 6.x & Firefox 1.x) in terms of security. Let's start with our favorite whipping boy,market leader Internet Explorer 6.x, shall we?
Internet Explorer 6.x Security Advisories
Internet Explorer Security Vulnerabilities Source: Secunia

Firefox 1.x Security Advisories
Mozilla Firefox Security Vulnerabilities Source: Secunia

Now let's look at their criticality.
Internet Explorer 6.x Critical Bugs
Mozilla Firefox Critical Bugs

Now tell me, don't you feel secure with your choice of browser?