Be Afraid...

Well, no.  Just be aware, protect yourself (and your PC), and don't do anything stupid on the inter-tubes, coz there are a LOT of black-hats out there.  Which is what Wired magazine's "The Decade’s 10 Most Dastardly Cybercrimes" is all about.  Excerpt:

2009

Conficker

Bots were probably the biggest black-hat innovation of the decade, and the biggest and best was Conficker. From the start, the Conficker botnet had a trouble managing expectations. But just because the worm didn’t destroy the internet, as predicted by the mainstream press, doesn’t mean it wasn’t an impressive achievement.

Packing state-of-the-art encryption, and sophisticated peer-to-peer update mechanism, Conficker tantalized security researchers and resisted attempts at eradication, inhabiting at its peak as many as 15 million unpatched Windows boxes, mostly in China and Brazil.

Experts think it’s the work of an organized team of coders, and there are hints that it originated in Ukraine. And like most of the hacking out of Eastern Europe, the software has a profit motive: It’s been seen sending spam, and serving victims a fake anti-virus product that offers to remove malware for $49.95. Dude. It used to be about the mayhem.

Keep your anti-virus software updated!  And turn "automatic updates" on if you use Windows... coz there are always security updates coming out of Redmond... to the tune of at least one a month.