Objectively speaking, I would say that Firefox is a more safer than Internet Explorer.
There are of course several reasons for this, and it's an objective list:
1) When there's a critical security hole found in the browser, Mozilla releases a fix for this whitin days, when Microsoft on the other hand, usually fixes it within several months.
2) Firefox provides a very good popup-blocked, which if it didn't had this, naive people would probably click on every popup, and get a lot of viruses and spyware/malware etc. This isn't recommended.
3) Ok, this point isn't exactly valid, but try googling for "firefox security". There are povided a lot of links, which might be of interest fo you and others. And I just have to say this, a system with Firefox and OpenBSD, well, it's just as secure as it can be with an active Internet connection.