I just happened to stumble across a very surprising research result at Microsoft’s while browsing their computer-initiate (not to say newb or dinosaur) oriented pages (as I often do to make better educated guess as to how to explain stuff to people on my sites).
Well, look at that.
This surprising picture demonstrates infection rates by country. What is really baffling is that Japan has a significant gap against the rest of the world, getting almost no report of security incidents.
I don’t know how this should be interpreted really, but I’d have to point at the Japanese’s society. Their strict law enforcement system probably compels Japanese people to do less pirating than Americans or other countries, making people a lot less prone to viruses. Apart from maybe being more aware security-wise, another factor is that a lot of Japanese people spend significant amounts if not the majority of their Internet time on a cell phone, a platform that has yet to see the requirement for an antivirus.
(Note: this last statement is absolutely baseless, I just picked that out from what I know, don’t take it for granted)
More surprising though is that China has less incidents than North America. Looks like the ones who make malware don’t get cought by their own stuff.

I would like to point out that although Japan seem the most secure Country is probably because they are aware of the risk. You said it, they spend a lot of time on the Internet…
The reason there is more infection in the rest of the world is because of dumb people, that can, and will, get scam in the most stupid way. ie trying to find their BMO card when they don’t even have an account there!