I remember installing plain Windows XP at a time when Service Pack 3 had already been released. Since I had only recently gotten cable internet, it didn’t cross my mind to disconnect the network cable, and my PC got owned almost immediately. IIRC, some dialog just popped up as an artifact of a successful penetration, right after the network connection was established - before I even managed to insert the SP3 CD. So it was pretty bad for a while.