One of the things I often do if I do boot into Windows in order to update patches, virus protection engines, etc., is use a copy of Linux inside of a Virtual Machine for browsing the Internet.
When running under Linux, I'll usually test any suspicious software by running it through the scan engines at http://www.virustotal.com
first, then see if it installs OK under Wine in Linux to see how it works.
But, I've been thinking about getting a copy of Windows 7 and installing it in a Virtual Machine under Linux for testing any Windows related software. That way, if the software happens to be malicious and the scan engines don't recognize it yet, I'm limiting my vulnerability to the copy of Windows running under a Virtual Machine, and I can just delete the VM to get rid of it, then go to a backup copy, versus jumping through hoops trying to remove it using anti-malware type tools.