@SomeoneWeird: Eventually, running Ubuntu as my main OS and Windows in a VM is my goal, but it creates too many headaches at once. For example, I really like my VPN WiTopia, but it doesn't have a Linux version. Another example: my mobile broadband card technically will work with Linux, but it involves two pages of tedious instructions.
So, I am slowly phasing Windows out and Ubuntu in. For example, I now do all of my web surfing in Ubuntu running in a VMware VM.
@1MLyg5WVFSMifFjkrZiyGW2nw: I am running Windows 7 and I am trying to restrict any possible malware from installing and/or running itself without entering the Admin password.
Running as normal user should already block installation of drivers (rootkits do that). The only way to protect against "normal" trojans that could read your wallet.dat is restricting the programs you can run to a small set. You can do that from "Local security policy" by creating Software Restriction rules (by file name, certificate or MD5 hash).
Note that it's still possible that some exploit takes over a trusted program and reads out your files. Only safe way is to make an user account for Bitcoin only and don't use it for anything else.