While my Ubuntu install is configured with AppArmor and Grsecurity/ PAX (although due to some issues with Ubuntu I don’t get the full benefits of PaX and I’ve been too lazy to sort it) my Windows only runs EMET. That’s the only program I use for security – DEP is Always On, SEHOP is Always On, ASLR is Opt In (damn AMD.)
On top of that I rarely boot into Windows so my Java is currently three patches behind and I go days without Windows updates etc.
Going from my much hardened system to that is strange. I could probably do more but not without third party software.