I have many friends who use IE and will be much more likely to pay attention to a discussion of IE as a browser rather than a discussion of mac vs windows.
Business Week seconds your friend's recommendation to avoid using Microsoft Internet Explorer. Note that this article refers to several Windows browsers it recommends over IE. It does not address Mac systems, as they do not seem afflicted with these particular issues, or at least not to the same degree:
Fortunately, you're not stuck with IE as your default browser. For several weeks, I've been testing three alternatives: Mozilla 1.7 and Firefox, both free from Mozilla.org, and Opera 7.5 from Norway's Opera Software, which costs $39 if you want an ad-free version. All include useful features, such as pop-up blockers, that are lacking in the current version of IE.
Mozilla is based on code written by Netscape Communications ... . Firefox, officially still a test version, is a clean design and very fast, while Opera offers tons of features. But the chief virtue of these browsers is that they lack IE's vulnerabilities. ... The biggest security problem in IE, one that has plagued Microsoft and its customers for at least four years and is at the heart of the recent exploit, is a flaw that lets a Web site trick the browser into running an alien program in violation of its own security settings. In effect, an unknown program on a Web site is treated as though it were a trusted program on your computer. Compromised Web sites can covertly install programs ranging from nuisances that cause ad pop-ups to real threats that record your keystrokes, allowing the site to steal your passwords and account information.
Instead of one more attempt to plug the hole, SP2 drastically restricts IE's ability to run any programs without the explicit permission of the user.