Windows is like a lamp, you plug it into a wall, turn on a switch and presto, you get light!
Well, not quite. Part of the reason there's so many security problems with Windows is that people think they can (or should be able to) treat their computers like toasters. Just plug 'em in and that's all you have to do, right? Er, wrong.

In no way do I mean to excuse Microsoft for its part in this, but people must realize that they are partially responsible for the security of their computers, especially if they're running Windows. This means: Install a software firewall before you install anything else; install security patches from Microsoft religiously; turn off scripting in your email client; don't open email attachments from people you don't know and trust; etc.

Unfortunately, I'm not as knowledgeable about how to keep Linux secure! Fortunately, Linux is a lot more secure "out of the box" than Windows is.