Browser security and browser vulnerabilities are big topics that I soap box about all the time to customers about just because it's the most attacked vector of the user's computer (other than email).
Today I found a fantastic article explaining the importance of securing and using a safe web browser as well as goes over many details of why your browser needs to be secure and how it is exploited!
The article was written by the United States Computer Emergency Readiness Team and is the best and most thorough explanation I have ever come across! This is an excellent, definite MUST read article!