I know that but you know if you have a good anti-virus and a good firewall and you don't click on all banners you see on the net you shouldn't have any problem.
But if you fear it so much i suggest you use a Linux distro, like Ubuntu or its derivative version Kubuntu, Fedora(this one is used by the NASA so i should be safe
), openSUSE, Gentu, Mandriva and there are many others. It's safe to a level Windows will never reaches even in a 1000 years and the best part is - IT'S FREE so you can install it to 400 pc and it's totally legal. If you aren't feeling confortable with installing an OS you don't know you can use what is called "a live CD" allowing you to try it without installing anything on your pc(it place itself in the RAM of your pc so nothing is written on your hard drive)
Enough with the Linux stuff, it's a bit off topic is it? well anyway there is always a way to protect your pc without making it too complicated.