Microsoft does a very good job at securing the windows operating system. When an exploit is found, Microsoft releases a patch or update which removes the exploit and keeps your windows operating system secure.
It is very important that you keep your windows system up-to-date, as a computer user I get frustrated when I switch my PC on and I’m greeted with a “Windows is updating… please wait” message, this usually happens when I’m in a hurry to do something. Although at times this is unbelievably annoying, just remember that without this update service you have virtually no protection.
As any program or driver can contain an exploit, you need to keep all of your programs up-to-date not just windows. Most software companies are good at this, but some are not. With this in mind it is a good idea to keep the number of applications installed on your PC to the bare minimum, and regularly un-install older or un-used applications.