Explorer on Mac OS X

Okay, I wanted to join the Skype Affiliate Program, and the CJ site didn't work neither on Safari nor Camino.

Going to my Applications folder yielded no results: No Internet Explorer to rescue me from this site, which obviously does not support diversity and cross-platform(ity), was found on my hard drive. So, against every common sense, and risking the price of my soul, I moved on to download Internet Explorer 5.2.3 for Mac OS X.

To my surprise, I have found this in the installation manual:

Installation instructions

Before you install this download:

Quit any other programs that are running, including virus-protection programs, because they might interfere with installation.

Now, why would installing Internet Explorer interfere with OTHER applications? What is it doing, in it's installation phase? Also, is Microsoft (Justifiably) afraid that a virus-protection program would deny the Internet Explorer installation, claiming it to be the worst thing to install on your computer if you want a virus free enviroment, or worse, claiming the software to be the virus it is? I'm pretty scared now of this irreversable procedure done to my lovely Mac. Wish me luck.