You just have to do a Google search to get statistics. IE is subject to more attacks simply because it is the most widely used browser, but others get their share.
The bottom line is that it is up to the user to be careful, take all precautions possible and keep everything up to date.
I agree with Ex-Brit, it is targeted because it is the most widely used browser and has direct integration in to the OS. The bigger the user base, the more chances the bad guys have to get in.
But Internet Explorer does get blamed for a lot that isn't its fault. The biggest issue seen, with any browser, is configuration and safe surfing habits. Social Engineering is what gets people in trouble the most, and no matter what browser you have, if you fall for it you can and will get infected. Just pay attention to what you are doing and where you are going and if a deal looks to good to be true, it is.