Interesting how other files on the HD, completely unrelated to your current task except for the fact that they live in the same folder, could corrupt new files before you even save 'em. Only Microsoft could screw up something like this.
Actually, not quite. The "Downloaded Program Files" folder contains ActiveX controls that piggyback on IE. Things like Java, Quicktime player, and Flash sit here so that they can appear integrated into the browser instead of being external objects that you have to download and run. They are not "unrelated to your current task" by any stretch of the imagination, they're plug-ins that are part of the browser, and they can affect standard browser operation.
As to this issue being an IE-only issue, I noticed that you posted a link to Mozilla. A very quick search turns up Bugzilla bug 83376, where a certain configuration change causes the Java plugin to crash Mozilla, making it unusable. Same problem because the plugin is part of the browser, just like IE plugins.
On a similar note, I read that the next XP service pack will actually detect crashes caused by plugins instead of crashes caused by the IE core. Since most people don't know that IE plug-ins exist, or are removable by clicking "View Objects" in the settings, its probably a good idea that they are adding this feature (especially since plugins like Gator install to this plug-ins folder).