Securing IE/OE

What steps should one take to make IE/OE as secure as possible (within reason... I want to be able to surf without having to enable this and that for every website).

I have Windows XP Home SP2 installed. I have Spybot, Ad-aware and Spyblaster all up to date. I have Trend Micro's PC-cillin up to date. I do use Firefox 1.0 for most of my surfing and Thunderbird for my email client and newsreader. But for personal reasons I'd like to be able to make IE/OE secure to be able to use them with some degree of confidence. Thank you.

 

James--An excellent article here
http://www.windowsbbs.com/showthread.php?t=31695
Do not overlook IE's own security settings (IE Tools|Internet Options|Security and Privacy tabs) which are somewhat burried in the article.