I'm not 100% sure, but it sounds like you're asking about drive-by downloads (getting infected simply by visiting a Web page). These are not executables, they are scripts that run on a parent program, by default, MS Script Host. These still go through Firefox. Without them, you would not be able to view Google ads, watch YouTube videos, play online games, or do a number of other things.
Fixing browser vulnerabilities might make it harder for spyware to hijack your browser, and also defend against certain other methods of remote code execution, but it tends to have little impact on what scripts can do. This depends on a number of variables, including browser privileges, user privileges, active security monitors and what they can detect/block, etc.
One easy way to protect your system from attacks via Firefox or IE is Haute Secure, which is freeware. You can get it here.