No matter how smart or computer savvy one might be, zero day attacks are a threat to everyone -
http://en.wikipedia.org/wiki/Zero-day_attack
These will often go undetected and when your security software finally issues an update after it has been discovered, the attack could have deleted itself by then. Some of these viruses are smart. They will often only be active while wow is running or even delete themselves when they get the job done, so as to make it harder to follow the forensics.
The days of it being just basement dweller just messing around with computer attacks are over. Many of these newer attacks are very sophisticated and some even have certain sovereign nations backing up the research financially on these attacks. Not because the nations want WoW accounts, but stealing something that is "inconsequential" is good "war games" practice.
If you get your account stolen and/or never find the source, it is hardly because of stupidity. Phishing scams are one thing and can be attributed to not being savvy enough to identify them, but other attacks are just downright amazing in their sophistication. Some Zero Day attacks can exist for a long time before being discovered by the security community.