If you want to stick with IE, I suggest you get IE7 if you're running Windows XP. And, yes, you could try Firefox. I used IE exclusively until several months ago, then tried Firefox and soon began using Firefox most of the time because I like its tabbed browsing better than IE7. I can't say whether there's any significant difference in terms of security; actually, I don't believe there is a significant difference if you use IE7, which has security improvements over IE6.
Note: some people have encountered problems after installing IE7. I have not. Just thought I should mention that.