I have been using Internet Explorer forever, and I barely EVER Get Spyware.
You wanna know the biggest reason people get spyware on their computers? Its because they go to porn sites, and other add-infested sites that they don't really need to be on. I'v been working in PC Repair for only 2 weeks, and I can't even tell you how many systems I have had to restore because of spyware, and the history only shows porn.
Porn may not be the only reason, I'm sure there are others.. But a lot of times its when you click yes on the plugin popups. Don't let other people use your computer if they don't know what they're doing, unless your watching closely.
Main Computer:
Http://www.rogean.com/images/mdesktop.gif
Server:
Http://www.rogean.com/images/sdesktop.gif