I had the opposite experience. Notice the out-of-band patch that Microsoft released Saturday? Yes, Viginia, if you run Windows, you better apply it and update your malware scanners. I spent a small chuck of free time this weekend scanning, cleaning and in vain before restoring from backup.
Vexed by the ease that malware slash through my defenses, I switched to running Linux as the main OS on my laptop and every other OS as a VM. It's amazing that Linux can deal with my hardware better than the OEM recovery disk. And if I need to reinstall or migrate, I can just copy the VMs from backup. I was using VMs on the other OSes, now Windows 7 joins the crowd.