Well, if you're like me, you no longer need jump ship to Firefox just for spell checking, because I've got a free spell checker add-on for IE for you right here.
iespell is a spell checker for Internet Explorer which is free for personal use. Installation is fast and easy, and you can invoke the spell checker from the menu, a toolbar button, or the right-click context menu.
It's pretty much what you'd expect from a spell checker: It offers alternatives from a built-in dictionary, and you can enter a new spelling if you don't see what you're looking for. I especially like the fact that you can add new words to a custom dictionary.
iespell's most vexing limitation is that it doesn't check spelling in real-time as you type - there are no red squiggles letting you know you're a bad typist. You need to trigger iespell manually when it's time to spell check. That's not so bad, but it is a manual step you'll need to remember.