True, very closely tied. But viewing the jpeg in Internet Explorer will not expose you to the virus hidden in the image. You have to save it locally, which can be done with any browser and then double click to open it. So you need to patch Windows (again) to be safe. I do use browsers other than IE (I use or have used Netscape, Mozilla & Opera, haven't tried Firefox). I keep having to come back to IE to properly access websites thet the others won't.
If you want to be much safer, then switch to Linux (I run that too), then there's almost no virus threat.
IMHO, if you're running windows and accessing the internet, you are not being a responsible user if you do not run a virus scanner (and keep it updated), a firewall (software or hardware), anti-spyware tools (I recommned Spy-Bot) and keep your Windows patched. To not do this is like diving with no buddy, no octo, no AAS and not servicing your gear (although not a deadly).