I found a site with this info that allows you to disable and enable Internet Explorer on the fly. Check it out here:
*sillydog.org/forum/viewtopic.php?t=2677
If you dont want to do this, just go to
"Set Program Access and defaults" , navigate to "Custom" and uncheck the "Enable access to this program" checkbox next to Internet Explorer (works only with SP2) Of course, like technoteen said, you can change the "Choose a default web browser" from "Internet Explorer" to "Mozilla Firefox" here again.
As the others said, you cannot run WU from Firefox. It requires IE, thats mandatory, but you can always use AutoPatcher XP or download and install the updates manually.