Sometimes, a script recorded in IE will playback in Firefox or Netscape (I don't recally trying Safari so I am not sure about that one).
But, to my knowledge, you cannot record the scripts initially in any browser but IE. Or at least, that's the official line from HP and from Mercury before them.
As for me, I did have success, in fact, it was mostly successful, when I played back IE scripts on Firefox and Netscape. I don't recall having any problems at all doing that, with QTP 9.2, though I have read posts here by people who have had problems with it.
Up until QTP 10.0 record and replay were only officially supported on IE and replay was also suported on FireFox. Starting from the next release, the QTP team is working on supporting full record as well as replay on FireFox in addition to IE.