Don't uninstall IE, messenger definatly needs it..i tried it by blockin IE in my firewall...one thing it will cause is pages not loading up when clickin on a thread in a tab (u get message: page unavailable).
Im one that wanted to get rid of IE aswell but didnt cuz of msn messenger..now i also found that some things wont work in the browser i normally use (MyIE) i see IE as a addition to use when the regular one fails
Edit: I've set MyIE as my default browser aswell but still everything opened in msn messenger opens in IE...just like Choli said with some browsers u can with others u can't.