Actually, you have a point.
I have Windows machines with only a firewall and no AV (or even the latest Windows updates, around 2 years out-of-date - nothing can propogate on them to anything else, let alone get on them in the first place) which have never been infected. True, I don't use Outlook or IE on them, but its not like I paid for the alternatives.
This whole security craze with Windows is partly a joke, and partly sad. However insecure Windows may be by default, it does not take any sort of technical genius to keep it and malicious code separate, while still retaining the advantages of networking. Period.
I have never looked through the system folder in NT/2000/XP. I haven't even opened it.