Try looking up the word 'scareware'...

There's a program called Little Snitch for the Mac. It tracks every time anything whatsoever gets sent OUT by my Mac. It tracks what and where it goes to. And, other than legitimate calls to programs I own, and cookies I personally allow, NOTHING is currently leaving my computer that I don't know about.

At present, despite a decade or more on broadband without any protection whatsoever other than the basic OSX software firewall, my Mac isn't sending out a damn thing I haven't allowed.

The truth is, hackers would LOVE to malware the Mac up, just for the challenge. But they don't attack systems that are the most numerous... they attack systems that are the EASIEST to compromise.