Firefox is, in general, safer due to a lack of ActiveX and BHO (Browser Helper Object) support and due to the fact that it is less integrated into the Windows operating system than Internet Explorer is. The real safety in it used to be due to its obscurity, or lower popularity. Now that Firefox and the underlying Gecko rendering engine is becoming more popular with the general public it is also being targeted more by black hat hackers or crackers.
If you really want security through obscurity (one of the best ways to go) I would recommend trying Opera which has an enormous slew of features that Mozilla Firefox does not, or at least requires extensions to match. Opera, like Firefox is more stable than IE and renders pages very quickly.
However, I find Firefox more usable, though I use both Opera and Firefox, and so I would definitely recommend Firefox more, if not for the stability and speed inherent in the newer and more modern browsers over IE, then for the tabbed browsing. Once you get used to tabbed browsing it is very difficult to turn back and use IE.