Running any OS online without a firewall and anti-virus checker for e-mail at least is like walking down a dark alley with a packet of cash hanging out you top pocket. You won't always get rolled, but you are asking for it...
I must be a very lucky guy, then. Hehe.
As somebody said, it has been a lot of years without a firewall or an antivirus. And the only problem I had was some spyware or something that made my Explorer go to a certain web page when started, even if I used the "about:blank" option.
I installed anti spyware software and no problem.
I use XP in the PC I use for video editing and DVD recording, but still 98 in the internet connected (a machine much less powerful than the other).