This may already have been said...
with OS X, and a standard (IE, NON admin account) you can download from t'interbewb, in safari, and the file can (CAN) auto run.
Now, (here's the tricky bit for PC users to grasp) That downloaded executable can install to 2 places, one will require Admin authentication, the other not.
Install to Macintosh HD/Applications <DOES> require an admin to authenticate.
Install to ~/Applications reqires admin authentication UNLESS the logged in user is an admin, if so, it'll install with unfettered ease.
It's all down to permissions, on Unix, you can install an app anywhere, if the folder's +x for the logged in user, you'll not have to authenticate.
Now, for all the PC users on this forum shouting that they don't use admin accounts for their everyday stuff, well done, you've been around long enough, and have probably copied corporate best practice to your home machine.
Undfortunately, shouting about that on an IT forum will get you nowhere, we are the early adpoters, and ahead of the mainstream, that's how we know stuff to keep a roof over our head (plus, shit loads of hard work) However, for every one of us, there's a gazillion numpty's who bumble along with admin rights (the platform's irrelevant)
So, PC/MAC/Unix/Linux/Whatever they all have their foibles, ease of use in different circumstances, and different attack vectors.
It's only now that Apple's user base has got big enough to gain the interest of the same virus, trojan, whatever, writers that PC users have been suffering for years.
The Apple <lalala, I've got my head in the sand> attitude is not good enough, it will change. Because if it doesn't, then people won't buy macs, and they'll go into the doldrums that faced PC users for yeard.
'Nix users, currently enjoying the battle from their glass houses, watch out, if Ubuntu keeps up with it's trendover the last few years, you'll be next.