You protect yourself by not clicking on executables you don't trust (or running them in a VM). Its not magic, and its better than a false sense of security from

You protect yourself by not clicking on executables you don't trust (or running them in a VM). Its not magic, and its better than a false sense of security from anti-virus which is easily bypassed / poisoned (for example, even a clean bitcoin client will set off AV alarms).