My friends at Sourcefire shared a rather interesting experience about using an Internet-connected computer in an East African country. Broadband is still a dream there, and dialup is most certainly not cheap when it's charged by the minute.
Aside from just the experience of using the Internet on dialup--which I effectively did about 18 months ago during a move--there is a serious question about how up-to-date you can keep a computer when you have to download the multi-megabyte security updates over a non flat-rate dialup connection. The short answer: you can't.
In reality, no operating system is spared the pain of large updates. While Microsoft is bagged on for constant needs for updating, Mac OS X and Linux also have them. My last Mac OS X set of updates under 10.4 was over 200mb, which would take me more than 8 hours on a 56k line! Linux seems to require fewer updates, though it does depend on which applications you have installed.
Then, of course, there are the updates for the anti-virus and security software. I don't run anti-virus and security software on Mac or Linux, but you can bet that I do run it on all my Windows boxes. Yet more updates to be downloaded over a slower connection.
Between the third world and places in the first world where broadband hasn't reached yet, there is still a significant population on dialup. Even though these computers aren't online 24x7 like you are with broadband, the real security problems aren't blocked by the Windows Firewall that has been installed and enabled by default since XP SP2, it's the web browser.
I did find a clever-looking program called ForceField, which is focused entirely on web browser-specific protections. I haven't tried it, just yet, but I suspect once the acquisition of Nokia's Security Appliance is completed, it should be relatively easy for me to get a copy to try out for longer than a few days. ;)
While ForceField addresses a small part of the problem, I'm not sure there is a good solution to the general problem of pushing larger and larger software down a dialup-sized pipe. Even with the protection that ForceField provides, it's always a good idea to keep your operating system and applications up to date.