Internet Explorer prevented installation of Mozilla for safety reasons
When attempting to install Mozlla Firefox, an Internet Explore pop-up appeared warning of safety issues with going forward in the installation.
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You may be getting a general Internet Explorer warning about installing software from the internet. Obviously you should always be careful.
Make sure to download from the official site: http://www.mozilla.com/firefox/
It may be better to "save" the download to a convenient location instead of using "run". This will give you a chance to scan the file for viruses if your computer doesn't do that automatically.