If you're running WindowZones (and keep IE in the SafeZone as is the default), then in the event you ever encountered such an explot in a PDF file, your system would be protected because the exploit, even though it got through the firewall, virus scanner, and IE itself, would not be able to touch any system files, settings, or the system registry.
Just thought this would serve as a good example of "What it's good for"!