“Many Mac OS X-based malware seems to be similar in nature, requiring users to actually launch the installer and give it permission to install the payload. Unlike Windows-based malware, you shouldn’t need to install any anti-malware apps to annoy you and slow down your Mac. Just make sure to follow the basic rules of Internet safety — don’t install applications that aren’t legitimate or visit Web sites that you don’t trust.”
The same is, of course, true of Windows malware. Check out any of the lists of top ten current malware threats for Windows, and you’ll always find that all of them require someone to download something and run it.