Remember that in almost all cases you will first need to download or open a piece of code to become infected.

Beware of iffy e-mails and downloading things from the net, that's how you can get caught in the first place.

Cable modems and DSL are not really more vulnerable (other than the fact they tend to be online more) but just prefered as "Zombies" as they can handle more data and tend to be online more often (I guess it is a kind of stigma, even with hackers, to say that your army is broadband rather than dial-up).