There are common attacks used on every Win OS. Although Win 7 has remedied a lot of the problems and is a safer OS then it's predecessors, new exploits are discovered every day and software, issued by other companies is a potential entry into Windows if exploits in those are discovered. Attack methods include:
Social Engineering - (ie., calling and claiming to be someone at the company, stating you forgot your password, log in, etc)
A Myriad of viruses including Stealth viruses, Macro viruses & Polymorphic viruses
Worms and Trojan Horses.
Logic Bombs (Generally left behind by workers who have been terminated)
Password attacks including Brute Force, Password Guessing & Dictionary
You also have Buffer Overflow (software), spoofing, IP Spoofing, DNS spoofing & ARP Cache Poisoning.
Other internet attacks include DDos, SYN Flood (also called a TCP SYN attack), Fraggle attack, Ping of Death, Teardrop, Bonk, and Boink Attacks. As well as Backdoor, Man-In-The-Middle and TCP Session Hijacking. There's even one called a Smurf Attack. Serious...go look it up.
I'm sure there's lots and lots of others out there too.
It's a scary net out there. No such thing as being "Too paranoid"
(BTW...the really fun part of this is when you take the COMPTia Security +, you have to know the characteristics of each of these attacks)