I've just finish reading the announce of a new Firefox exploit published by Secunia, rated as "extremely critical" (mayber I'm wrong, but I think it's the first Firefox bug with this rate).
This is another cross site scripting bug, that (in summary) permits to create and execute a malicious code on the target system if the user clicks on a specially crafted page. Obviously, this is a bug that must be patched as soon as possible (a new Firefox version will arrive and new megabytes of data must be downloaded) but I want to remember that this vulnerabilities could not be so dangerous if users checks what there's inside the Tools --> Options menu in Firefox.
If you open this menu, and go to the Web Features section, you'll see the Allow web sites to install sofware checkbox. Try to turn off this checkbox, and your life will be more safe. 