Malware has not been much of an issue since about the time Vista rolled out. The new model is pretty good and the free Microsoft Security Essentials fills in for 3rd party crapware antivirus packages.
That's not to say that downloading 3rd party applications for Windows doesn't scare me much more than sudo apt-get install...the OS's just invoke different levels of trust in me. Anyway, XP was the last truly vulnerable version of Windows and thankfully it's been laid to rest.