lee16:
Yes, I have scanned my system and it always came up clean.
After scanning my system, I revert my HDD back using GoBack so I don't have any extra softwares installed on my system.
Another point, these settings/protection where done by you (humans) which means it cannot be perfect, there is always someone smarter then you.
Yes, that's always someone smarter than me, but then those "smarter" people just uses different tricks to trick users to infect their system with malware. I also agree with you that security settings are never perfect, but these settings could save yourself from most cases of malware. For example:
1. Disable JavaScript <script>SCRIPT</script>
2. Disable ActiveX <object>OBJECT</object>
3. Disable Cookies for 3rd party sites.
4. Disable Un-Necessary Services in Windows.
5. Do not open any attachments from
ANYONE unless you know 100% exactly what attachment you are opening.
6. Try to use web-based email rather than a software email client.
7. Install a hardware/software firewall to stealth your computer.
8. Try avoiding downloading free softwares unless you know what they contain and malware free. (Trust is very important.)
9. If possible, do a analysis on what you install on a Virtual Machine or a machine that you no longer use.
10. Install an up-to-update antivirus software on your computer.
These are just examples to stop some malwares from getting into your system. As Eddy mentioned, a lot of these are common-sense and that they could prevent most cases of malware from getting into your computer.
It doesn't matter how smart programmers write their malware... It's how you prevent them. For example, there's no way for a human to execute JavaScript without a capable JavaScript engine. Even if programmers encrypt their JavaScript to stealth their code, it makes no difference because the browser will not execute the code if you disable JavaScript completely.
In some cases, where prevention is not effective, such as Windows vulnerability. You will have to think of workarounds to prevent this problem. Or apply patches from the Microsoft website to keep your system from being exploited.