Blacksheep,
Just curious, did you have Java disabled or javascript? They are two different things. Javascript is far more dangerous in IE than other browsers. Microsoft likes to add features that make it easy to create fancy websites with all kinds of interactive content etc. They do the same with Outlook and Outlook Express, although Outlook 2003 looks to be better so far. This makes it much easier for virus writers to take over your computer.
Mozilla and Mozilla Firefox are designed to just display web pages and don't have the many extra scripting abilities (or security holes as some might call them) that IE has.
Then again, if you have the money, get a Mac. They are much nicer to work with if they have the programs you need. Linux isn't bad either, it just takes a little more knowledge and experience to maintain. Just be aware that they too can be susceptible to similar attacks, although it's far less likely to cause as much trouble.
goates