Internet Explorer appears to be vulnerable and I also tested my Firefox 1.0 – it’s also vulnerable to the following:

Secunia Research has reported a vulnerability, which affects most
browsers. The vulnerability allows a malicious Web site to “hi-jack” a
trusted site’s pop-up window.

This could be exploited by phishers to convince people into disclosing
confidential information, or to download and install malicious
programs, which the user believes comes from a trusted Web site.

Secunia has constructed a test, which can be used to check if your
browser is affected by this issue.