Some people still think they can only infect their system or get malware through EXE.
Well, that's mostly true on Windows, since exe is the only extension used for executable binaries (though technically a batch script could cause an infection, I don't think they're ever used for the purpose; binaries are far easier to get people to run), and I don't think those dangerous "macros" in MS Word are typically used/trusted anymore, are they? If a file is really just data that is never transformed into instructions for execution, it simply is not possible to use it to cause an infection, short of exploiting huge software bugs. The problem with Windows, though, is that extensions are hidden by default, so people can get away with distributing files with names like "cat.jpg.exe" and making people think it's an image file. It also doesn't help that Windows executables can have icons embedded into them.
EXE is not the only way in window to get malware in your system. You can get it through your browser, javascript, flash, vbs, etc.etc. The common ways to get them is EXE/COM, most of the malwares/spyware/adware CRAP people get online though are non EXE, through web surfing, if they don't properly configure their browser security settings or use proper software......A malicious web site could deposit crap on your system without you downloading a single EXE.......People again still believe you only get infected by "downloading" something.....And yet when people find out they were infected their first response is : "That's strange, I did not DOWNLOAD anything"..... Anti virus companies,anti malware copanies, etc.....make money on people not knowing all these things...(a polite way of saying out of people's ignorance
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That's why good anti-virus / malware software have real time file *AND* web monitoring to intercept any activity that would compromise your system.
I use AntiVir Premium (AVIRA) combined with MalwareBytes PRO, both are monitoring real time.
An anti-virus ALONE is not enough as its optimised mostly for viruses, whilst the other more for malware/spyware/adware/key loggers, and other crap.