>>8your typical home router firewall will prevent the most obvious drive-by attacks
but I also remember that 9X/ME just have fewer services open vs NT/2K/XP to exploit too
really though, if you just put raw unfiltered internet into your system, especially one of that vintage, you absolutely deserve anything that happens
and if someone here is daily driving an old OS like that, I'd hope they took any precautions (personally, I wouldn't give a system like that direct Internet access, it'd have a LAN connection to a more secure system that I could copy data from)