I had my XP pro install for 4 and a half years. Rock solid. No problem. Firewalled. Always kept my antivirus up to date. Stealthed ports etc. Unfortunately I was pretty lax on backing things up.
Everything was wiped out by just clicking one link from google to another website. An invisible iframe opened and about 70 smtp ports opened up sending out who knows what to some russian sites before I could yank the power cord out of my modem (and just as one of my svchost.exe crashed). Changed admin privs, services, added software, changed drivers, changed registry keys and the master boot record, eliminated windows updates etc. all within a few seconds.
After trying to recover for a week I finally had to do a format/reinstall. I'm usually very careful but damn, this thing kicked my ass. Be careful out there. I lost years worth of conversations that I had with friends and other things that are impossible to replace. If you don't backup regularly, start now.