Cannot Download Programs…Because IE Deleted…?

I am unable to Download many programs.

The Error I get is: [Verbatim] This download has been blocked by your Security Zone Policy. [/Vermatim] :O

[u] Note: [/u]
>> I have XP Pro SP2. I use FF3.
>> I REMOVED IE using Add/Remove Programs. Also, I have DELETED all Internet Explorer Files (because IE is not secure).

[b] Question # 1: Does the removal of IE prevent me from downloading programs?

Question # 2: If I don’t have IE anymore, is there another place I can tweak Active X Controls? [/b]

Thank you very much.