Interaction between MSIE and Firefox

I had a problem on my new computer regarding downloading music videos
from youtube. When I finally tracked down the reason, it was because
I had put one of the security slides in MS Internet Explorer at its
highest setting. The point is this: I never use MSIE. I ALWAYS use
Firefox. So, how/why did a setting in MS Crapola Browser affect my
downloading with Firefox 3.5.2?

 

In very simplistic terms:

Because most of what IE is (for the most part) is actually Windows.
I can set those "sliders" via the Internet Options part of my Control Panel,
wihout ever opening IE.

Data comes in, Windows analyzes it, decides what to do with it based on
those sliders, rejects/blocks some of it, and passes the rest on to whatever
browser you happen to be using, for further processing and display.

If Windows has been told "Don't accept xyz-type data", it will never make it
to IE / FireFox / Opera / Netscape / OffByOne or anything else.