Let me see if I've understood you right. Yahoo advised IE should be updated to version 8 for security, and you used Firefox to download the IE8 installer from Microsoft? If so, yes, that's a good idea. Internet Explorer provides some of the functions for Windows even if its not being used as a browser. Windows security is enhanced by having the most current IE version installed.
Depending on your Operating System, the installer should have a name something like IE8-WindowsXP-x86-ENU.exe, which is the one for English language 32bit Win XP.
If you run with Admin privileges double click the IE8 installer file on your desktop and follow the install, if offered de-select the option "Internet Explorer should check to see if it is the default browser". If you normally run on a restricted account, right-click the installer and select Run as Administrator, give the Administrator password and continue.
There should be no problem using IE for downloading, as long as the computer is receiving security updates. But you can continue using Firefox as before following the IE8 installation if you prefer.
I hope I've interpreted your query correctly, otherwise let us know and we'll respond again.
Edited by Platypus, 31 March 2009 - 09:03 PM.