Brian Krebs from the Washington Post dives into the problem in this story:

The simplest, most cost-effective answer I know of? Don't use Microsoft Windows when accessing your bank account online. I do not offer this recommendation lightly (and at the end of this column you'll find a link to another column wherein I explain an easy-to-use alternative). ...regardless of the methods used by the bank or the crooks, all of the attacks shared a single, undeniable common denominator: They succeeded because the bad guys were able to plant malicious software that gave them complete control over the victim's Windows computer. ... "I would strongly recommend looking at whatever systems you're using if you're doing electronic banking," the Gazette quotes Bernie Burns, the Arc's executive director. "And if it is a Microsoft system, perhaps looking at something different." Of course, a Mac computer would probably work just as well, but the focus here is on Windows users who may be looking for a cheap way to harden their existing setup to avoid malicious software.

Avoiding Windows can be difficult because of required software, or expensive to transition away from with new hardware and/or software costs. There are good and cheap alternatives and looking into them, such as booting off of a linux-based LiveCD while you bank online, is a good way to build up familiarity with alternative systems. As with anything, using your computer is like using any other tool. Choose the right one for the right job. Many times Windows is that right tool, but oftentimes there other tools better suited to the task at hand.