I used to think that too (although I'm sure that when I was way younger and dumber I was the direct result of a lot of viruses on my parents PC) but in the last year and a half or so viruses have come out you don't directly have to do anything to get. All you need to do is be connected to the internet without all the latest windows updates and up to date virus software and you can just get them without doing or installing anything.
Virses like w32.Blaster, w32.Welchia, w32.Nachi, w32.Sasser and others are able to get on the system without you doing a thing. It really sucks as a first time experience for a new user on the internet, that's for sure.