A real-world test of trying to infect XP (with proper anti-virus/anti-malware software in use) by visiting a long list of known-insecure web sites:
The last time I can recall getting infected by malware was not out of a browser, but installing a downloaded driver that I hadn't scanned. It was nasty, as it was one of those adware-infectors that installed a service that kept downloading different adware. It was like playing whack-a-mole until I figured out what was happening. Even that meant that I lost maybe an hour of time cleaning things up. The guy in the video has a couple of good points--back up your registry and create a restore point--and periodically check the Task Manager for suspicious processes.
Lesson--driver download sites should be used with caution.