First of all DO NOT BELIEVE that you are safe if you have a firewall.
This can protect you from worms, but viruses can easily pass it, and some viruses can even disable it.
The good news, is that they usually do not damage your hardware (except for a few that infect the BIOS)
The bad news is that you CANNOT just save your data, reinstall Windows and be rid of them.
The moment you copy your old files you get them back too.
The best is of course using a good antivirus even though this many times can give you false indications.
Not all detected viruses are really viruses.
When you get a blue screen IS RARELY a virus.
Windows is surely the platform more attacked, but having another OS is not the certainty to be rid of viruses.
So the old rules are still valid: Don't install software from places you don't know, be wary anytime a piece of software asks you for your password, and avoid installing "codecs" from porn sites.
Anyway: I prefer 100 viruses in my computer than one in my body.