Answer:
Quite a few different ways. Starting from using infected floppy disk, infected usb stick, by having insecure programs, for instance a few weeks ago, Adobe released an update to patch a serious vulnerability, unpatched windows in which for an example Conficker exploit a vulnerability in a network service (MS08-067) Gawd, more to go, drive-by downloads, just by visiting a site or clicking on a pop up or reading an email would be enough to inject malware without you knowing. User intervention where you want to watch a video clip and an error message prompting you to download a codec or a flash update. Using peer to peer such as downloading torrents and many people like to download music, software and films for free but unfortunately it’s a malware hotspot. Another is not reading an EULA which is a license agreement before you download a program, often, people don’t read them and one prime example is Messenger Plus! In that EULA, you hereby “agreed” to use your computer to project annoying CiD pop ups. I’m sure I missed something out but definitely more. That’s why I don’t muck around when I use my computer and when I surf, and it’s me that gives the best chance of protection, however good my Kaspersky is or however good my Malwarebytes PRO is.