I havent had any serious issues on either of my computers for a few years. I make sure my OS is updated, and my scanners and antivirus are updated, along with Java and other plugins. I run my scanners once a week, on both machines.
MSE + IE9 are great pieces of software, but with the recent Exploits for Java (mainly) and MSE lacking feature of other Free Antivirus, might I suggest using;
Sandboxie would be a good addition as Earth stated. Here lately when i find people running just MSE and IE9, i suggest they try k9 web protection, to add some extra security with MSE.
It also contains parental controls for those of you with kids, it blocks websites in more than 70 categories, including pornography, gambling, drugs, violence/hate/racism, malware/spyware, phishing and best of all, it is free like MSE!