That being said, IE9 does have a new ActiveX Filter that works the same way as NoScript does for Firefox when turned on (except this only applies to ActiveX controls, not scripts). It does come with a new Tracking Protection feature which prevents ads from collecting data from you (though Microsoft will not publish any lists for blocking, this will come from 3rd party supporters or the user him/herself).
The SmartScreen filter does notify you of programs that are seldomly downloaded and will notify you that downloaded programs may be malware if this is the case (has happened on some legit programs that many users don't use, but it does enable the user to override the warning easily).
I'm not sure on this, but it could be possible that IE's security scan feature might be backed up on Windows Defender's database or even MSE's database.
I got this screenshot of Task Manager attempting to make YouTube work (screenshot shows a horrible memory leak in IE9. It exceeded 1 GB of memory before ultimately crashing).
That's quite the bug Microsoft has on their hands. It was never a problem in the beta version and I think it may have to do with their attempt to automate the GPU rendering engine to disable itself (does not fully function in GPUs using SLI technology like mine does). Not too sure if that's the cause by it's my hypothesis.
Ultimately it becomes bad as you have multiple threads to the one browser window.