Take a new computer and install Windows XP. Connect it to the Internet to download service packs and other patches. Before you have finished downloading and installing, your computer will have been hacked. There are so many automated probes running that you’re almost 100% sure to be infected by one of them. Researchers do this all the time with honeypots, to find out what payloads are currently in the wild.
Meanwhile, at work: I had installed a new Windows 2003 Server, had finished downloading and installing SP2, and was in the middle of downloading and installing the 51 patches released since, when IT Security hacked into the server and shut it down (disabling TCP/IP and the boot, of course)…
*sigh.