In some ways, things are better there on Windows here, because of code signing - if something isn't code-signed, you get a more prominent warning. I often wish for something like this on Linux (and it would have to be easy to use - no compiling your own kernel with additional modules for example).

It's really not easy to get a code signing certificate fraudulently (or to steal someone else's), but of course, there are some issues with code signing: for example, certificates are relatively expensive, so very few OSS/free software projects sign binaries.