http

/www.tomsguide.com/us/undetectable-registry-malware,news-19265.html
http
/www.pcworld.com/article/2460540/most-usb-thumb-drives-can-be-reprogrammed-to-silently-infect-computers.html
http

/arstechnica.com/security/2013/10/meet-badbios-the-mysterious-mac-and-pc-malware-that-jumps-airgaps/
And so on ALL NOTHING TO DO WITH PORN OR PIRATING and note the last two don't even need the Internet to cause a infection! AND infects "other than Windows" machines.
If you lock your car door when you park it, if you lock your front door when you sleep at night, why would you NOT lock your PC when connected to the Internet?
So I am sorry I am totally opposite to these others here for MANY reasons over the past 20 years. First off, your computer doesnt' just 'go to steam' and that is NAIVE for every responder to have overlooked. EVERY support model for ANYTHING on the computer (even on your mouse) calls out it's own connection to ask "hey am I registered? Do I need updates?" etc. So there is MANY MANY connections (without being overly technical) occurring just 'using' a PC because it is ALOT CHEAPER to support automated programs then to have people sitting around 24x7 waiting for your phone call "do I need to register, so where is my update" etc.
That said, ALL RESPONDENTS completely ignored that even LEGITIMATE WEBSITES GET INFECTED / HACKED. Never you mind about Worms still existing which have NOTHING TO DO WITH PIRATING OR PORN but exist just to replicate themselves over and over and over by 'crawling' from one IP to another trying to find someplace to 'replicate' over again.
Antivirus is REQUIRED to keep your system from being infected, and NO MSE IS NOT SECURE ENOUGH, in fact EVERY testing series says the same thing, MSE should be replaced IMMEDIATELY as it does NOT provide even BASIC security for the system. There is PLENTY of FREE Antivirus out there, like Panda, Commodo, or Avira which is rated one of the top AV out there. www.filehippo.com has the latest editions quick to download and is a clean website.
That does NOT protect you from MALWARE, which is the difference between getting 'sick' and seeing a 'Doctor' and being constantly send email/mail/phone calls to 'buy our product!" sales people. Malware doesn't' necessarily change or threaten a PC so AV can't "see it", it instead presents things that FOOL you to believing there is a problem "YOUR WINDOWS IS INFECTED CLICK HERE TO UPDATE TO ANTIVIRUS2015!". Your actions cause the problems, and the only way to 'find and remove these' which can easily be passed through a toolbar, a added Chrome app, or anything else, is to you Malwarebytes, Spybot and others out there and run a scan every week to every month (automatic scans like AV are only for 'subscribed' versions not free versions of the software).