Many, many years ago we (SANS Internet Storm Center) published some interesting research about survival time of new machines connected to the Internet. Back then, when Windows XP was the most popular operating system, it was enough to connect your new machine to the Internet and get compromised before you managed to download and install patches. Microsoft changed this with Windows XP SP2, which introduced the host based firewall that was (finally) enabled by default, so a new user had a better chance of surviving the Internet.