I use Mac. Not because it's more secure than everything else - because it is actually less secure than Windows - but I use it because it is still under the radar. People who write malicious code want the greatest return on their investment, so they target Windows systems. I still work with Windows in virtual machines.
People are prone to taking mental shortcuts. They may know that they shouldn't give out certain information, but the fear of not being nice, the fear of appearing ignorant, the fear of a perceived authority figure - all these are triggers, which can be used by a social engineer to convince a person to override established security procedures.
For the average home-user, anti-virus software is a must. A personal firewall such as Zone Alarm and running a program like HFNetcheck, which is a free download for personal users. It checks your system to see if anything needs to be patched. I'd also recommend a program such as SpyCop to periodically check for any spyware on your system.
What happens with smaller businesses is that they give in to the misconception that their site is secure because the system administrator deployed standard security products - firewalls, intrusion detection systems, or stronger authentication devices such as time-based tokens or biometric smart cards. But those things can be exploited.