My particular failure was to download Hackintosh Leopard image that'd been put into a self-extracting RAR. I knew it was dumb to open it and got exactly what I deserved.

As it happens I'm not sharing documents around the place so macro viruses are not something I worry about. On the very rare occasions when I need to work on such a shared document from a home machine I'm doing it with Google Docs.

(At work we've got mandatory AV and so on, but we're also running Windows XP desktops.)