The vast majority of Windows users use their operating systems with what’s known as administrator access, which simply means "access to everything and can run anything".
Linux on the other hand does not do this by default. The admin account as far as I’m aware on every Linux box is the user root, however for every modern on-hard-drive installation (meaning not booted from live CD), the system is specifically configured to not use the root user, and instead to use a limited-access user account. Why? Because it’s more secure. Just about every Linux FAQ ever written always states to never use root because it poses too much of a security risk.
In modern Windows (Vista to present) there is the UAC, which you know as "that annoying box" that pops up every time a program wants administrator access to write something to the hard drive. Be thankful it’s there because it does help to stop malware.
Let’s say for the moment you want to run a Windows with UAC turned off and with zero anti-virus/malware/etc. suite running. Would this be PC suicide? It isn’t if you don’t run Windows with an administrator account.
Malware counts on and in fact outright depends on the fact you are using a Windows user account with administrator access. That malware needs root access in order to infect your PC or at least be able to get in some way in that only an administrator account can grant. However if you’re not using an administrator account, a rather large portion of malware is stopped cold because it doesn’t have the access required to infect anything.
What’s more important? Security or convenience?
Security in any form is inconvenient and that’s a universal truth, however it’s something you sometimes have to deal with.
Using your own Windows PC with a user account that doesn’t have administrator rights is inconvenient, but more secure.
It is true by using a non-administrator account that:
- Every time you want to install a program, you will have to log out, log in with the administrator account, install the whatever-it-is, log out again, log in with the non-administrator user account and then go about your business.
- You will be forbidden from accessing certain areas of the hard drive and be more or less forced to stay within your user folder.
- You will have to rethink the way you compute in the respect you’re operating as a user and not an administrator.
Over time however you’ll come to discover that the inconvenience of using Windows with a limited-access user account fades away once you have all your stuff installed.
You can consider using a limited user account an extra layer of protection from malware. Doing this also – dare I say – allows you to run Windows without a security suite as the in-built features of Vista and 7 can take care of that without issue when running with a limited user account.
You can additionally consider running Windows with a limited user account "the Linux way", which is the right way. Any IT admin would tell you running your computer with full admin access is just plain stupid – but that’s how Windows works by default. If you’re willing to deal with the small amount of inconvenience of using a limited-access user account, this will greatly decrease the chance of your computer getting infected with malware, because the malware has no admin access to exploit.
Am I saying to uninstall your security suite and that limited-user will be enough?
No – but I am saying that a rather large reason malware gets into Windows PCs is because your administrator account permits it. No admin = no access for malware. It’s not a cure-all solution, but it’s free and generally good practice to run a non-admin account.

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I run as a limited account on my computers, and it isn’t that inconvenient. You don’t have to log out and log back in to the Administrator account to install things, you can simple run as administrator from your user account (and provide the credentials). For mass software updates, I’ll log into the Admin account and do them all at once, but that’s not very frequent.
It’s also a good idea not to use the Administrator account itself, but to create a new account with Administrator privileges.