People get the virus thing mixed up, you don't need to actually download anything to be infected. Viruses come in MANY forms, some scripts, some applications. I could probably create a script to auto download via active x, therefore allowing me to alter settings. I had to create a basic virus for school
Visiting websites with FLASH, ACTIVEX, and any other plugins causes troubles. Emails are also a bad form of contracting viruses.
It's like safe sex, you don't want to go unproteced with someone you don't know, or know for that matter. There is a 50/50% chance of getting something, you always need to be protected.