Security researchers at Microsoft release a biannual "Intelligence Report" containing statistics about the software-related security incidents over the past 6 months. This report is called the SIR, and the latest version can be found here. There are many interesting charts and data points in the report, but I have two favorites from the latest edition.
As browser code quality improves, add-ons become a more appealing target:
Here's a chart of the types of malicious downloads that SmartScreen has blocked over the last six months:
Microsoft remains committed to help protect you on the web-- IE8's SmartScreen and Microsoft Security Essentials are making a significant impact against the bad guys.