Unless you have a compelling reason (you work for Microsoft or you depend on websites that only work in IE), you should not be using Internet Explorer.
I recommend Firefox. Why switch?
So what do you do? Click that link (here it is again). When it finishes downloading, double-click on the download to install it. It’ll ask you a couple simple questions and even let you import your plugins and all from Internet Explorer.
Poke around a bit and get comfortable. And once you get over how much you were missing, download some extensions, which are add-ons that make Firefox even better. Some of my favorites:
Note: To install them, just click “Install Now.” N.B. that there’s a 3-second delay before you can click “Install” on the window that pops up–this is a safety feature. How many times have you been typing and accidentally said “OK” to something? This ensures that you can’t accidentally install any extensions you don’t mean to.
There are plenty more, but this is a good starting point. A lot of them fill niche needs, so feel free to poke around.
You can also change the way Firefox looks. The default is pretty good, but some other options: