Now I do come from the camp of folks that say that Firefox is mainly safe because it is not the tallest nail getting hit at this moment. Internet Explorer is harder hit on by those who wish to do you harm, so that is one reason why it is less safe than Firefox.
On the other hand though, Firefox is a “stupider” browser (no offense to my Mozilla friends) so it is harder for deviants out there to get it to do their evil deeds. No matter if you like Firefox or not, you have to admit there are a lot of great extensions out there that can make your browsing a lot safer. Nothing beats common sense, but having some of these extensions installed should be a good first line of defense.