PC Question

Okay, can some tech-head explain this to me? I run a PC and I have Mozilla Firefox installed as my default browser. I also have Microsoft Internet Explorer installed because…well, because you have to have it installed. Windows will go into anaphylactic shock if it doesn't find I.E. installed.

As I read e-mail and surf the web and do other things, I often click on links that cause browser windows to open and display webpages. Usually, these are windows generated by Firefox but sometimes, they're Internet Explorer. My question is why. Why aren't all my browser windows Mozilla windows since that's what I have installed as my default brower? Somebody write and clue me in.