Can Windows protect you from itself?

Windows protecting me from itself

DEP (Data Execution Prevention) is a technology introduced to prevent the execution of data as code. This prevents a class of exploit where data is loaded into memory, as data, but a program is tricked into running it as instructions. I don’t know whether or not DEP has been enabled since install (I was playing with settings last week), but this is the first time I’ve seen this alert, and I have to wonder if my system has been compromised.

Time to run all sorts of scanners…

I just couldn’t help but to be amused by Windows sacrificing its own face to protect me.