I know that if you want you can usually find *exe versions of the windows updates laying around microsoft.com's nook's and crannies.
At least for W2k.
That way if you want to you CAN install them thru mozilla, but I wouldn't. IE is much easier and quicker.
Although I would be usefull if you want to connect using a alternative OS so you don't have to risk exposing Windows to the internet.