I use both Linux and Windows, and it’s a lot clearer to me in Linux when a security boundary is about to get breached because of how the systems behave. A download, even a drive by download, on Windows can just go hack all my privileged stuff behind my back (password protection is absolutely pitiful). Linux will show some distinct form of annoyance at this, asking me things that nothing decent should ask.
Yeah, but you are a computer guy.
BTW, are you using Windows 7?
An average user can be sucked down the hole of malware easily and there is NOTHING you can do to stop it and still let a system be usable. I can call a web service and pass their uid/pw and you cannot prevent that from happening.