The Internet Storm Center has published a chart showing the historical trends in probes from Internet worms. The frequency is up to about 20 minutes, which means that if you connect an unfirewalled, unpatched new Windows XP machine to the Internet and start downloading the patches to protect you from worms, you will be infected before the patches have downloaded and installed.
I’d just like to back this up with my own experience – last week my girlfriend got a new laptop. We connected it to the net to download the latest virus updates for Symantec AntiVirus and before it had finished the machine was already infected. It wasn’t anything serious and it was a quick job to clean up but nevertheless it was still a problem that, if things continue as they are, will only get worse with time, especially for people who don’t know what they’re doing and have no idea of how to get the latest virus updates.