PC security is a bit off topic but...
The biggest problem I notice is on motorcycle info sites and other forums like this one. People hotlink photos to their posts. I'll open a thread and suddenly Zone Alarm starts getting reverse hits from other servers. I decline all of them but I suspect that's where the trojans and worms have come from.
I was in the middle of my most recent reload and got a worm courtesy of the latest Active X plug-in. I wouldn't have downloaded Active X except that Microsloth uses it for navigating their service pack pages. I needed the latest XP patches because Mastercam demands the .Net framework (besides the supposed security patches).
Somewhere after that, while downloading patches and drivers, I picked up the worm (went right through the anti-virus too). So I got a worm trying to patch the as-yet unused operating system. Really frustrating.