Well there
is already the possibility to use the Mozilla engine -
see here - but afaict that one's not been updated in ages... To me, FF doesn't look easy to integrate at all, if I had to choose a completely new browser control I'd probably go with WebKit right now.
How adept are you when it comes to coding with C++ on Windows? The IE stuff is pretty much contained in a single class, BrowserHost, why not just give it a try?