If you haven't tried Spyware Blaster you really ought to. It locks down various vulnerabilities in browsers, sort of like a prophylactic. And it's free, like the best software often is. I know it supports Internet Explorer and Firefox, don't know about Opera and the other fellas.

I've been using it for over a year, and I've found it to be unobtrusive and a snappy sort of works-as-advertised thing-ma-bob. I can't pay a higher compliment.