Here's how:
http://www.imilly.com/tools.htm#ole
Download and follow the included directions.
One thing you may need to change is the location of the firefox executable in the InFirefox.htm and InFirefoxPage.htm files.
Why would I do this?:
Until IE 7 comes out of beta, IE is missing the great developer features that firefox has. So this is a nice shortcut to open pages in firefox and use the web developer tools.
Firefox already has an extension that let's you open a file in IE and I use this extension instead of this hack.