Browser choice why you got into problems? You could be customer to the pinned posts at some of these forum sections I think. Right now you have the motivation to evaluate what went wrong, where you or your actions have failed. You are not a victim and browser will not make up for mistakes getting computer infected ;)
But ok, if your problem is not the obvious of playing with known sources of trouble but navigating internet, cant help clicking!, then you might want to consider browser. Find out which browsers this service supports http://www.mywot.com/
Will decrease risk of problems big time. Can be set up to be transparent or not, up to you. Firefox/Chrome/Safari and especially IE8 have build-in filters which blocks certain pages and downloads. So does your antivirus in one way or another but there is not a 100% tool. You can even add OpenDNS filters, more... I dont think Opera has much of this filtering? About the only possible reason to wonder about browser I can think of. Depends a bit on how you look at security. Some will say hmmm, so how easy is it to get infected while running IE8 on Vista, ever heard of limited account?, protected mode? May be so but you can set up many defenses, browser choice should not be about safety really. Not written in stone at least. If you love Opera keep it.
If you go YES about filtering trick then I guess you should read this http://nsslabs.com/browser-security-malware-3Q2009
I get angry just linking but even if highly questionable result it does show IE kind of works with this, heh. Do not forget WOT though - is more effective, regardless of numbers in that "test". Can still use Opera and get similar type of protection but then you must use other tools. Which Im not sure of. Opendns is a start but may be a tool called Hostman. Latest beta version can almost copy WOT with daily updates of hosts files blocking fresh bad domains. Works on all browsers, have nothing to do with them really. Search hostman here and get better info. I just did and can see it is a pet tool of many a moderator
Cool and find more if you like, better Antivirus available for free perhaps?