A better question than the above might be, "Why not?" Internet Explorer is, along with Netscape Navigator, one of the two most-often used Web browsers. That alone isn't reason to pick it as your browser of choice, of course. What that brings along with it is, however.
Depending on where you stand on Microsoft in general, the company is either a behemoth trying to devour the computing world in general (and online communications in particular), or a forward-thinking, revolutionary, and creative genius, forever pushing the envelope of new technology to improve our lives.
At any rate, say what you want about Microsoft. The fact is the company is big enough and smart enough to continually offer updates to its software, constantly improve it, and back it up. So there are some good reasons to choose Explorer.
Beyond that is the program itself. Explorer is a full-featured browser with some great new additions in its latest version, 6.0. It's also free, which doesn't hurt matters.