I use two main OSs, one highly customised 98SE and another highly customised XP (original). On the XP system I have turned off almost all the services and secured the IE. I tend to wander into rather questionable websites (I've given links to others which have resulted in their machines getting pwned with spyware, while nothing happens with mine - they blame it on me, but in fact it's their machine that's not secured properly) and I do download a lot of software, but it seems that both the XP and the 98SE are completely clean of any malware after several years (98SE: 6 XP: 2)