Playstation Network's been down a while...

[etoven]

ABF is correct..
Many viruses don't involve a download..

For example several types of malicious websites compromise the RPC service running on windows machines with a simple buffer underflow attack. I once saw a packet tracer log that showed RPC being compromised in just three malformed packets! Once compromised the RPC service can be used to remotely execute commands on the host computer.