Microsoft: IE8 barred 1 billion malware downloads | The Digital Home - CNET News
Perhaps the above article will help convince you...
If Microsoft's marketing bombardment pleading with people to upgrade their Internet Explorer to the latest version has fallen on deaf ears in your house, you may be interested to know that according to Microsoft the latest version of their browser has blocked over 1 billion malware downloads with the SmartScreen filter.
I have always recommended taking a "multiple vendor" approach to computer security. I'm a firm believer that you don't let the fox guard the coop, however I do know that in some networks (especially Windows shops) it isn't really possible to deploy another browser. So if you find yourself in a position where you simply must install Internet Explorer, I'd highly recommend running IE 8 over any other version as it is, in my experience, the most stable and secure version of the Microsoft offering.
Surf safe!