Back in the days of MS.blaster and the like, when viruses could jump from computer to computer without any interaction, you'd have a point flashman, but MS has come a long way since then. These days viruses are really almost always installed due to user carelessness
Since Vista with inbound firewalls, memory with no-execute-bits, address space layout randomization, limited user accounts by default, and browser sandboxing, it really is pretty hard to write a virus to actually exploit an OS (or even application) flaw. The days of Blaster are dead and gone, and now viruses travel via e-mail attachments, pirated software, malware/shareware/badware etc, and either way probably with lots of warnings from the OS saying "this is probably a virus, are you really sure?" (or even warnings from the virus itself at the bottom of the EULA when you install it)
Now I think anti-virus software is more about cleaning up after careless users that protecting against a real threat (and we're all careless sometimes)