The French and German Governments have advised against the use of Internet Explorer, Here is an extract from the page on the Microsoft website describing the vulnerability.
An attacker who successfully exploited this vulnerability could gain the same user rights as the local user. Users whose accounts are configured to have fewer user rights on the system could be less affected than users who operate with administrative user rights.
http://www.microsoft.com/technet/security/advisory/979352.mspx
