I would strongly recommend a firewall whatever browser you are using. If you are using XP as your operating system then you may already have one turned on, but it would be good for you to get one anyways. Free versions (such as the one I use) are nice, such as Zonealarm (
http://www.zonelabs.com/store/content/catalog/products/s ku_list_za.jsp)
It is seen as generally more secure due to the recent security scares with Internet Explorer. A number of webpages will not work with Firefox. This due to a number of things, but your main problem is Active-X - which does not work with Firefox, but does in Internet Explorer. This allows the website to gain a certain amount of control over your pc. An example of this is the Microsoft WIndows Update website. This will not work in Firefox (although it is easy enough to open it up with IE just for that occasion). This is a bit of a blessing though sometimes, as Active-X has been known to comprimise the security of IE mailicious code.
I am using FireFox 1.0, and have been since 0.9 was released. I would not go back to IE now. I just love some of the extra functions in this, such as a built in partially customisable popup blocker, the ability to tab webpages (my pet favourite function ^_^) so that you don't have to have dozens of Internet Explorers open at once, and of course all the plugins. You must remember that Firefox is supported by an outstanding community, therefore loads of extentions are available to plug into Firefox. You can also change the theme of the browser and there's a lovely search bar plugged into the top of the broswer. No need to go to Google every time you want to search something now, just type it in there and it'll take you straight to the google results, or whatever search engine you want.
It takes a little bit of getting used to, but if you take the time I