i`d had countless instance of getting keyloggers and viruses, well viruses are indeed annoying but i dont really mind, as long as most of my files are intact and my usual accounts doesnt get messed up so badly.
anyway, i had all my ports opened, firewall off, anti-virus on monitoring mode only and even have "accept all cookies" enabled, so far no virus for the past few months using windows7, better than using WinXP.