A relatively short and excellent example of why, written in layman's terms, was posted by Jeremiah Grossman. Note that (at the time of this writing) visiting this site will put a harmless link in your Google history by way of demonstration, if you're logged in.
No operating system (Linux, OS X, Windows), full patched, loaded down with watchdog applications like anti virus, anti spyware, ad blockers, firewalls, etc will protect from browser based exploits. No browser (Firefox, Safari, IE) or combination of plugins (NoScript, AdBlock) will make surfing totally secure either. Content filtering and reputation based services (OpenDNS, SiteAdvisor) don't close the door. Browser based exploits rely on vulnerabilities in the web sites you visit.
There are valid analogies between owning a computer and owning a car such as both requiring maintenance. The key is that where and how you drive both can make a real difference in how safe you and your assets are. Knowing what website to trust is very difficult, even for security professionals. How do you make the selection - company size, market share, revenue? Remember the exploit above - it was on Google - which ranks pretty high in each of those categories.
There is no easy single answer. I've listed some suggestions previously for safe PC usage. Secured operating systems, browsers and addons can help. They just don't make things completely safe so you can close your eyes while
