Here are facts that show that situation actually is reverse.
On figure 6 we can see charts for Remote code execution vulnerabilities in IE, Firefox and Opera. Using Microsoft's logic IE should be safer... But unfortunately things are not so simple - see figure 7. If the idea is not obvious - read text between these figures:
... As shown in Figure 7, these input URLs that resulted in a 0.5735% of successful compromises of Internet Explorer 6 SP2 did not cause a single successful attack on Firefox 1.5.0 or Opera 8.0.0...
