Used to have these gray popups that would come up when I was at a different residence and computer...and I used mozilla. It was windows error that had to be corrected and shut off. Dont have the program but was easily googled.
The new Firefox from the Mozilla crew is smaller and, I think, a bit faster and definitely easier to set up. Unless you also want it for email, there's not a lot of reason to go with Mozilla.
Whichever of these you go for, you'll find the occasional site on the 'Net which doesn't work properly with them and so you'll still need IE.