Now, if you use Windows, there is something you can do in order remedy the situation without resorting to
Well, the guide I posted before it's merely the Spanish translation to the original one written by Operafan2006, so I'll just link you to his guide instead:
Open Page in IE inside opera window with Neptune Plugin
UPDATE: After checking the original guide I'm rather thinking on re-writing the guide myself, as some steps on the guide may not work on latter versiones, namely Opera 10.50. At least on a test run by myself the menu item shortcut is not working anymore. I'll be waiting for Opera 10.51 to repeat tests and then trying to figure out what can be done.