Multimedia Flash Player is probably built into IE6, whereas it isn't with other browsers, but it's a very quick and simply download to install it.
I suppose it balances out with pop up stoppers, cookie managers, etc, not being built into IE, but a standard feature in Mozilla.
Regarding web pages, yes there are a few which will only open in IE, as this is how they were built. There is an add-on tool for Mozilla, with which you can right click any web page, and select 'View this page in IE'. A doddle, and the many security flaws which are currently appearing in IE, far outweigh the odd problem opening a web page in Mozilla, in my opinion.