I am aware of how easy it can be. But the fact is that 99 out of every 100 viruses come via email (so to speak), and the bulk of them follow the same format, ie...
"Wanna see sexy Russian teen lesbian dwarves on their webcams? Run this strange looking *.exe file!"
... Anyone with any sense will delete these files without thinking twice. I have a few webmail accounts kicking around which I use as spam-catchers which take away the bulk of the junk, so viruses don't come that often anyway.
I do, however, run a firewall, which warns me of any incoming and outgoing connections which I can analyse to find trojans and spyware. I use Spybot to get rid of any undesirables.
Please do explain the following though - I'm intrigued:
Do you have any idea how easy it is to be infected by even updating Windows?