If you want just one, really compelling reason not to run Windows or Internet Explorer, here it is:
“Windows has this thing called Create Remote Thread. Basically, the semantics of Create Remote Thread are: You’re a process, I’m a different process. I call you and say “Hey! I have this bit of code. I’d really like it if you’d run this.” You’d say, “Sure,” because you’re a Windows process– you’re all hippie-like and free love. Windows processes, by the way, are insanely promiscuous.”
If you’ve ever wondered exactly how adware works, read the rest of the interview. Don’t worry, it’s written for laymen.