Nope... there are plenty of good places on the web that host bad content such as infected movies & flash games as well as infected banner ads that will screw up your system badly.
Try scanning your machine with a couple of different programs. http://housecall.trendmicro.com is a good web based anti-virus program and AdAware from http://www.lavasoft.de is a good anti-spyware program.
RJ