IE: You get a dialog asking you if you want to install Flash. You click OK. It installs. You see the page.
Mozilla: You get a dialog telling you that you need a plugin to view this page. You click OK. It then starts downloading the installer. You then get this dialog:
You select Open it with and then... uh... with what? I typed %windir%\system32 and then chose cmd.exe, but that was obviously the wrong choice, 'cuz nothing happened. I had to then figure out where my TEMP directory was and run the application manually from there [which, by the way, couldn't find my install of Mozilla, so I have to manually type in "c:\progra~1\mozilla\plugins" - again, LAME] - after exiting Mozilla. Of course, upon restarting Mozilla, I then had to type in the URL again, which is actually OK 'cuz it's so short. Still, what a hassle. At least you only have to do that once for Flash.
You'd think they could make the process a little bit easier. Why can't you just open stuff without choosing a helper application? This is not very friendly.
I know there are folks out there who still say ActiveX is evil, but in terms of user experience, I can't fault it.